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CFA一级
包含CFA一级传统在线课程、通关课程及试题相关提问答疑;
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01.单选题 已收藏 标记 纠错 According to put-call-forward parity, the difference between the price of a put and the price of a call is most likely equal to the difference between: A spot price and exercise price discounted at the risk-free rate. B exercise price and forward price discounted at the risk-free rate. C forward price and spot price discounted at the risk-free rate. 听不清楚
查看试题 已解决A put option with an exercise price of 80 will expire in 73 days. No cash payments will be made by the underlying asset over the life of the option. If the underlying asset is at 75 and the risk-free rate of return is 5.0 percent, what are the lower bounds for an American put option and a European put option, respectively, closest to: A for an American put option is 4.22; for a European put option is 5.00. B for an American put option is 5; for a European put option is 4.22. C for an American put option is 4.22; for a European put option is 4.22. 这个题解答下
查看试题 已回答01.单选题 收藏 标记 纠错 A call option with a strike price of 60 will expire in 80 days. No cash payments will be made by the underlying asset over the life of the option. If the underlying asset price is 70 and the risk-free rate of return is 5.0 percent, the lower bound for an American call option and a European call option, respectively, are closest to A the lower bound for an American call option is 10; the lower bound for a European call option is 10.64. B the lower bound for an American call option is 10.64; the lower bound for a European call option is 10. C the lower bound for an American call option is 10.64; the lower bound for a European call option is 10.64. 这个题啥也听不见,麻烦老师讲解
查看试题 已解决At expiration, a European put option will be valuable if the exercise price is: A less than the underlying price. B equal to the underlying price. C greater than the underlying price.这个题不理解
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- 为什么B选项要考虑借股还股?而A选项没有考虑借钱买然后还钱?可以都不考虑吗?还是借股还股一定要在这个流程中体现?

