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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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这道题的分位点计算出来是1.64,对应的概率是查哪个表得出来的呀?Z-table?还是那几个特殊需要背下来的分位点对应的概率数值?如果是特殊分位点对应的数值,1.645≈1.65,距离均值1.65个标准差,对应的应该是90%的概率啊!应该选择10%才对啊!
查看试题 已回答eff is an arbitrage trader, and he wants to calculate the implied dividend yield on a stock while looking at the over-the-counter price of a 5-year put and call (both European-style) on that same stock. He has the following data: *Initial stock price = USD 85 *Strike price = USD 90 *Continuous risk-free rate = 5% *Underlying stock volatility = unknown *Call price = USD 10 *Put price = USD 15 What is the continuous implied dividend yield of that stock? A 7.71% B 5.34% C 4.69% D 2.48% 为什么实在85上折现,不用90
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