老师你好，明明债券价格是1230 > 股票价格1209.52，这里为啥要以股票形式持有？

老师好，题目见图。不明白为什么要这样算。

为什么是与0比较？

请问PDF版本的讲义哪里下载呀？

请问PDF版本的讲义哪里下载呀？

276页13题b项什么意思

这个向下开口的抛物线的横纵轴分别是什么？

刚刚字数满了, 问题是: 利用利率平价, 我觉得他说反了呀~

Sheroda is considering international securities but does not want to be exposed to foreign currency risk. She asks Parisi if there are derivative contracts to address this risk. Parisi comments, “there is a large market for foreign exchange forward contracts that are used to hedge this risk. Let’s assume you want to hedge a EUR investment back to USD. The carry adjustment in a currency derivative contract is very similar to other carry models such as equity derivatives. In this case, if the USD/EUR forward exchange rate is higher than the current spot rate, then the Eurozone interest rate must be lower than the US interest rate.” Is Parisi most likely correct regarding his comments on foreign exchange contracts? Yes. No, he is incorrect regarding the lower interest rate. No, he is incorrect regarding carry models. A is correct. Parisi is correct with regard to both the carry adjustment in FX forward contracts and that the Eurozone interest rate must be lower than the US interest ra

A is correct. For an insurance policy, the amount of the loss that the insured is willing to bear is known as the deductible. For a protective put option, this amount is equivalent to the difference between the stock price and the put exercise price. Bochanski’s statement relates to the deductible. B is incorrect because a protective put’s time value and an insurance policy’s premium are considered to be equivalent. Neither of these are related to the protective put/insurance policy deductible. C is incorrect because a protective put’s stock volatility is analogous to the likelihood of loss for an insurance policy. A protective put’s time until expiration is analogous to the term of an insurance policy. None of these are related to the protective put/insurance policy deductible. A我懂, 但是B, C请老师分别解释下, 感谢!~