-
CFA问答
CFA问答包含CFA在线课程、CFA通关课程、CFA试题等所有CFA相关问题,每个问题老师均会在24小时内给出答疑回复哦!
专场人数:0提问数量:0
A put option with an exercise price of 80 will expire in 73 days. No cash payments will be made by the underlying asset over the life of the option. If the underlying asset is at 75 and the risk-free rate of return is 5.0 percent, what are the lower bounds for an American put option and a European put option, respectively, closest to: A for an American put option is 4.22; for a European put option is 5.00. B for an American put option is 5; for a European put option is 4.22. C for an American put option is 4.22; for a European put option is 4.22. 这个题解答下
查看试题 已回答01.单选题 收藏 标记 纠错 A call option with a strike price of 60 will expire in 80 days. No cash payments will be made by the underlying asset over the life of the option. If the underlying asset price is 70 and the risk-free rate of return is 5.0 percent, the lower bound for an American call option and a European call option, respectively, are closest to A the lower bound for an American call option is 10; the lower bound for a European call option is 10.64. B the lower bound for an American call option is 10.64; the lower bound for a European call option is 10. C the lower bound for an American call option is 10.64; the lower bound for a European call option is 10.64. 这个题啥也听不见,麻烦老师讲解
查看试题 已解决第10题:本题ADR的分类,老师也没讲呀,讲义也没有,此题有没有总结,另外想问一下,这种题目,记忆性的东西,有必要掌握吗??考试会考吗?要不要放弃呢?? 11题:本题搞不懂什么意思,也无法选择哪个选项,怎么一个gain exposure的方法呢??
AC两项是什么意思呢??题干中的recent trend是指什么趋势?? 咱们老师在课上没提这个东西呀。 A选项不就错了嘛,为什么不担心自己国内市场的风险呢?不是说发展中国家的流动性差嘛,为什么还不担心呢?? C选项:就拿中概股来说,不就从美国股市融来很多资本嘛,美国股市不是比中国股市稳定嘛,哪里错了呢??
At expiration, a European put option will be valuable if the exercise price is: A less than the underlying price. B equal to the underlying price. C greater than the underlying price.这个题不理解
查看试题 已回答精品问答
- 老师第二题 假设激励费的费率都一样 是不是soft会比hard好很多对于GP来说 GP会赚多得多的钱?
- 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?
- 第二题答案上说的是smaller difference,选项c是wider dispersion 是不是题出错了
- 2022 mock A上午部分,第4题的BC 两问,答案不怎么明白。
- 对于老师讲的这部分,1. 我理解FRA的Payoff始终等于利率期货的Payoff部分进行折现(除以1个大于1的数),也就是说,FRA的Payoff的变动幅度 应该 始终小于利率期货的变动幅度。2. 至于是涨多跌少,还是涨少跌多,其实MRR在分母上,可以根据1/x的曲线特点来理解,无非就是MRR上升时1/(1+MRR)的变动幅度 小于 MRR下降时1/(1+MRR)的变动幅度,所以如果MRR上升时,Payoff是上升的,那么就是涨少跌多,如果MRR上升时,Payoff是下降的,那就是涨多跌少。以上2点,我理解的对吗?
- 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?
- 到底该怎么判断一类和二类错误?做的题目解答标准不一致啊,我看到另一道题的版本是 - 一类错误是做了错的事,二类是没做对的事。现在这一题,对于不合格的经理不采取行动,不就是二类错误 - 没做对的事吗?
