第35题

第26题为什么不是B？

老师，请问，在immunize multiple asset 时侯，为什么不用key rate duration match呢，这样不就能把curve structure risk （Twist)量化了么。

这道题有问题哦 题干c答案是plus，讲解c答案是minus，哪个是对的？

原版书课后习题Reading34 第 25题 yield curve inverting和期权价值的关系有点不明白。谢谢老师。

老师8题不懂，为什么选irr低的。 6题的两个statement不太懂什么意思。

Unsystematic risk (risk that can be diversified away) is not rewarded. Systematic risk is the risk for which investors are compensated. Systematic risk is that part of total risk that is correlated with the market and related to changes in macroeconomic variables (such as changes in interest rate volatility). Standard deviation of returns of the market portfolio is a measurement of systematic risk.

老师，第二题HF不可以吗？

贷款中的摊销怎么理解呢？完全摊销和部分摊销是指偿还期内本金部分的偿还不同吗

Which of the following statements is least likely correct in estimating the value of inactively traded securities of a closely held corporation? A A control premium values the equity from a minority shareholder perspective. B The cost approach assigns the original acquisition price to the company’s assets. C Shares should reflect a marketability discount to compensate for a lack of trading in a public market. 读不懂题