50****632024-05-04 00:58:37
老师 答题时我这样写能得分吗?没有写BPVHR这些术语会扣分吗 To achieve the target value 188181500 euros of equities in the portfolio, Uff needs to reduce 201384000-188181500=13202500 (euros) of equities. [(0-1.28)/1]*( 13202500/35000)=-482.83 , rounded to -483. So Uff needs to sell 483 equity index futures contracts. To achieve the target value euro 101328500 of bonds in the portfolio, Uff needs to increase 101328500 – 88126000 = 13202500 (euros) of bonds. [(13202500*4.59*0.0001-0)/91.26]*0.733194=48.69. So Uff needs to buy 49 bond futures contracts.
回答(1)
Fenton Chen2024-05-04 01:09:26
同学,你好!
考试中如果是写作只要最终答案49,不需要过程分
结果对就算单写一个答案也可以满分,结果错就算过程对也是全错
望采纳,谢谢!
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