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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!
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原版书课后题 6. As a result of Fund 3’s two trades, the portfolio’s active risk most likely:7. What was the effect of Fund 3’s two trades on its active share? Fund 3’s active share: 题目和答案都不是很懂请帮忙仔细解答下
已回答第二题,为什么不用考虑: Before the offer became public, DA stock traded at CHF13 per share. After the merger announcement, DA stock rose to CHF15 per share. CA currently trades at CHF46 per share, which is CHF3 per share lower than its price before the offer became public. Maximoff also mentions that the stock of CA’s direct competitor Big Airways (BA) gained 12% on its CHF48 share price when CA’s offer for DA became public?
查看试题 已回答老师的视频解析里面 分子是1000+1.5*100-3000*5%-11000*2%=780,其中利息费用是5000*0.4*5%;而文字解析的利息费用却是Interest=0.05× (0.45×$5,000) =$112.5,这个0.45明显是错的吧
精品问答
- 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
- 为什么TC 的切点对应是AVC的最低点?





