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FRM一级

FRM一级

包含FRM一级传统在线课程、通关课程及试题相关提问答疑;

专场人数:3402提问数量:63277

MBS和公司债哪个评级高?为什么?

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老师 83题 这个自由度是用图表里面1000还是用47呀? N=48 是用47还是1000呀?

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请问term structure 和收益率曲线结构是同一个概念吗

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请问interest structure 和收益率曲线结构是一回事吗

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The market portfolio (M) contains the optimal allocation of only risky assets and no risky assets. Let the S1 be the Sharpe ratio of this market portfolio. There exists a risk-free asset. Initially, an investor is fully (100%) invested in M with a portfolio Sharpe ratio of S1. Subsequently, the investor borrows 30% at the risk-free rate, such that she is 130% invested in the market portfolio (M) where this leverage portfolio has a Sharpe ratio of S2. After the leverage (i.e., borrowing at the risk-free rate to invest 30% in M, is the investor still on the efficient frontier and how do the Sharpe ratios? A No (no longer efficient), and S2 < S1. B No, but S2 = S1. C Yes(still efficient), but S2 < S1. D Yes, and S2 = S1. 为什么改变后还在有效前沿上啊

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老师,我想请问一下这道题。他问的是下面哪个是潜在的问题。A和我大致能C区分,但是B和D我不太理解,麻烦老师解答一下。这种题目遇到该怎么做呀

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老师,这题C、D项怎么理解

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cash or nothing put 的定价公式是否为Qe^(-rt)*N(-d2)?

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老师,这个ABS在视频里没有细讲啊

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为何1说法不对?

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