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在这个公式里如果不是net interest cost,而是net interest income,那应该减去吗,也就是pension expense=C.S.C+P.S.C-net interest income?
47'47'' 永续年金第一个式子最后一项是第N年的话,分母为1+ r的N次方,第二个式子全都乘以1+r之后,最后一项应该是分母为1+r的N-1次方,两式相减,除了剩余第一年现金流之外,是否还应该剩余第一式的最后一项?
已回答07.单选题 收藏 标记 纠错 The capital allocation line is a straight line pass through the risk-free asset and the: A global maximum-return portfolio. B optimal risky portfolio. C global minimum-variance portfolio 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率:83% CAL, CML难度:一般 推荐: 答案解析 An investor's optimal portfolio will lie somewhere on the capital allocation line, which begins at the risk-free asset and runs through the optimal risky portfolio. 问:不是应该CML线穿过 optimal risky portfolio吗
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- 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
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- m上升 EAR为什么上升 以及为什么又不变







