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CFA三级
包含CFA三级传统在线课程相关提问答疑;
专场人数:1541提问数量:40987
老师,您好,利用smile做,是应该做空什么样的期权呀,谢谢啦,为啥机构投资者要做不同的策略呢,题目如下Renita Murimi is a currency overlay manager and market technician who serves institutional investors seeking to address currency-specific risks associated with investing in international assets. Her firm also provides volatility overlay programs. She is developing a volatility-based strategy for Emil Konev, a hedge fund manager focused on option trading. Konev seeks to implement an “FX as an asset class” approach distinct to his portfolio to realize speculative gains and believes the long-term strength of the US dollar is peaking. / 问题Q. Describe how a volatility-based strategy for Konev would most likely contrast with Murimi’s other institutional investors. Justify your response.
已解决第1题目标,我能直接复制原文吗?The plan’s objective is to maintain a 100% funded ratio using publicly traded investment vehicles.
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- 能否从定义出发解释下CDS price是什么?为什么要这样计算?它在实操中怎么用?
- 这道题约掉百分号我觉得是错误的,因为如果把百分号带入进去,实际结果比题目中的结果大100倍,原版书课后题P106页,我算出来答案是43287,可是结果是4317774,请问我可否说原版书出题不严谨?





