Joe2022-05-14 11:39:36
请问Mock2上午题question3,材料中提到的BFC expects that the NASDAQ Index will experience increased volatilityover the next six months于statement1中if volatility remains unchanged over the term structure是否矛盾?
回答(1)
Chris Lan2022-05-16 13:53:34
同学您好
statement 1说的是if,如果假设波动不变化。因此这是基于他假设而说的一句话。
而以下这句话,是他的预期:
BFC expects that the NASDAQ Index will experience increased volatility over the next six months and is considering a directional bet on the NASDAQ’s volatility index (VIX).
所以并没有什么矛盾。
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