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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;
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15million 是现货价格,做多了60个期货合约,每个期货合约跌了5个点,每个期货合约共损失5*250刀,但一共有60个合约,这个initial margin 的10000刀是单个合约的,还是60个合约的?balance 和 maintenance margin 的比较也是单个合约的比较?
You have a long position in a digital call option -- an option that is also called cash-or-nothing -- on shares in Global Enterprises. The digital call has a strike price of USD 20 with one year remaining to expiration. Assume that the shares currently trade at USD 22 and annual return volatility of Global Enterprises shares is 15%. Which of the following sensitivities would be associated with this option? Ⅰ Delta is positive. Ⅱ Gamma is positive. Ⅲ Vega is negative. Ⅳ Vega is positive. Which statements are true? A. Ⅰ and Ⅲ B. Ⅳ only C. Ⅰ,Ⅱ and Ⅳ D. Ⅱ and Ⅲ 完全不会,请详细讲解,谢谢老师
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