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CFA二级
包含CFA二级传统在线课程、通关课程及试题相关提问答疑;
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Reading50里面的EXAMPLE 9的问题2的解答没有看懂。 题目是Suppose the investor predicts Assets #1 and #2 to outperform and that Assets #3 and #4 will underperform. Conceptually speaking (i.e., exact numbers are not necessary), how will these scores affect the information coefficient in the fundamental law compared with a prediction that Assets #1 and #3 will outperform and Assets #2 and #4 will underperform? 解答是According to the risk model, the active returns to Assets #1 and #2 tend to move together, so a forecast that both will outperform is not as ambitious as a forecast that one will outperform while the other underperforms. As a result, the information coefficient will be adjusted downward by more under the first set of forecasts than under the second set of forecasts. 我不明白的问题有两个:第一,为什么IC会be adjusted downward;第二,为什么ambitious的IC大,不ambitious的IC小?谢谢老师
已解决精品问答
- Q3:解析里面Team Purple’s conclusion (the externalities associated with human capital is the most important determinant in predicting the occurence of convergence) implies that the production function is a straight line, and is compatible with non-convergence.这段话中 externalities associated with human capital具体是什么?怎么得到the production function is a straight line这个结论呢?
- 这题为什么是选C?
- 老师,第二题可以在解释一下原理吗?
- CDS的long和short是不是反过来的?就是long CDS代表看涨目标公司credit,所以是卖出一份CDS合约?
- 为啥accrued interest over contract life是0?
- 老師您好,Q1關於future price不太理解
- 这个1.0028的单位是什么 老师说“每一块钱SF的现值” 如果是*1.12 就是期初先 euro 转 sf 然后 期末再 /1.1 就是 sf 转 euro ?
- 第六题,视频老师说,对于汇率都是先除老汇率再乘新汇率,不应该吧,对于这个客户而言,因为“paying €1 million at inception.“得出该客户是未来每期是收欧元利息和欧元本金,支瑞士法郎利息和本金。所以期初是每一欧元换1.12瑞士法郎用的是乘呀,估值时的汇率1.1用除。老师帮忙看看逻辑正确不?











