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CFA问答
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Which of the following statements regarding spot rates and zero-coupon bonds is least accurate? A The graph of current corporate bond yields is called the spot yield curve. B With zero coupon bonds, investors have no reinvestment risk. C The yield to maturity on a zero coupon bond is called the spot interest rate.
查看试题 已回答To obtain the spot yield curve, a bond analyst would most likely use the most: A recently issued and actively traded corporate bonds. B recently issued and actively traded government bonds. C seasoned and actively traded government bonds. 这个题目怎么做？
查看试题 已解决如果说113.6只是一个after fee的净值，113.6~120这部分难道第一年不也是作为100~120的一部分算进了incentive fee里了吗？第三年再算上的话不也是多算了一次嘛？
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精品问答
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- BG检验就是T检验吗？如果理解错误的话 T检验是什么？
- Q3：解析里面Team Purple’s conclusion (the externalities associated with human capital is the most important determinant in predicting the occurence of convergence) implies that the production function is a straight line, and is compatible with non-convergence.这段话中 externalities associated with human capital具体是什么？怎么得到the production function is a straight line这个结论呢？
- Effective duration和Effective convexiy的公式为什么不用modified duration和convexity的原本公式，而是和他们的近似的久期和突性的公式一致？
- Risk Budget and risk parity 第二道思考题，里面的Variance是不是完全是个冗余信息，给来误导的呀？
- liability relatibe asset allocation这三种方式的区别是什么呀 怎么区分
- 为什么半年付息 算ytm是乘以2 而年化的麦考利久期是除以2
- 为什么长期垄断竞争中 D和ATC相切
