34.单选题 已收藏 标记 纠错 A 12% coupon bond with annual payments, maturing in 4 years, is priced at 106. The bond is callable in one year at a call price of 105 or two years at a call price of104. The bonds yield to worst most likely occurs when the bond is: A Called in year 1. B Called in year2. C Held until maturity. 这道题看不懂，

老师好，R30书后题，第35题，为什么要加上这50million? 这50没反应在FCFF的 3226里面吗？

or a mortgage pass-through security, which of the following risks most likely increases as interest rates decline? A Balloon B Extension C Contraction 老师，这个题A选项为什么错误，顺遍麻烦再把整个题讲解下，谢谢

开三次根号计算器怎么算呢

老师 请问这道题 如果我是算出现在underlying国债的clean price后直接除以CF后得出的新的期货价格，用这个计算出的期货价格和市场上目前的期货价格做比较可以吗？ 但是这样算出来差额和答案中用国债价格计算套利premium的结果并不一样。

这套题，老师说出的难一点，答案会给一个+490，一个-490。所以，仅这道题而言，如果答案中既有+490，又有-490，应该选哪个

Given the following spot and forward rates: Current 1-year spot rate is 5.4%. One-year forward rate one year from today is 7.52%. One-year forward rare two years from today is 12.56%. One-year forward rate three years from today is 13.3%. The value of a 4-year, 10% annual-pay, $1,000 par value bond is closest to: A $996. B $1022.62. C $1,086. 这道题如果用 金融计算器该怎么按，？每期的收益都不一样

10题. BSM MODEL的假设是price对数分布，return正态分布吗？

老师，题干只说样本容量大，没说均值和方差已知啊

老师，你好，还是不明白这题为什么用after fee而不能用before fee? 为什么Management and incentive fees are calculated independently 一定是在after fee的基础上？