
-
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;
专场人数:2448提问数量:55548
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
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 请老师讲解一下这个题目
- 老师,第三题答案的意思是:1.因为宽松的货币政策,导致加元利率下跌,导致加元贬值?2.但是,如果利率下跌,也就是分母上的百分比下降,不是会导致价格上升吗?。3.从而短期看是depreciation,但是长期来看,会回归到均值,所以是appreciation?
- 很迷惑到底是long call+ short stock还是long stock+short call构建无风险资产
- 这道题可不可以用算出来的fpa除以0.9算出的价格和125比较,得出的差额是套利的利润?
- 不太明白为什么AI0 20 加上后 后面AIT 是减50, 为什么要重复计算0~T=2 这段的coupon?
- 第4题 讲义没有讲到,能在详细讲一下吗
- 这题为什么是选C?











