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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;
专场人数:2386提问数量:54750
在课件中得置信区间用的是标准差,但我记得一级的公式是Point estimate ± Reliability factor × Standard error 。到底是用标准差Standard Deviation,还是用标准误Standard error 呢?包括这篇文章里面的置信区间也是用standard error
课件中的total periodic cost\net periodic pension cost\total preiodic pension cost都是一个意思吗?因为有一个是net一个是total。但感觉解释是一个东西。
在练习题第九题:题目开头是:Bobby Lee is an equity analyst for the US investment management firm Larocque & Frères. Larocque & Frères has a substantial ownership stake in Skylark Industries, a US-based company that operates in several business segments related to defense. 第六个单选题:Given Skylark's current capital structure and Miller's assumption about the dividend's effect on the cost of equity, initiating a dividend will result in a price-to-earnings multiple closest to: The Gordon growth model can be used to calculate the P/E as the payout ratio divided by the difference between cost of equity and growth. In this case, the payout ratio would be 50%, cost of equity would drop from the current 10% (see table) to 9%, and the growth rate is 7%. The leading P/E is 0.5/(0.09 – 0.07) = 25×. 这个答题解析中的0.09是怎么来的呢?
已回答精品问答
- 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?
- 请问FRA是在1时刻借到钱(面值),2时刻还钱(面值),然后1时刻settle赚的/亏的interest rate吗,然后这个settle的部分是要discount之后结算的? 然后option是在1时刻直接settle不需要discount?
- 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?
