请问这道题怎么做 题目选项是什么意思啊 老师能详细解释一下吗

请问老师C选项是什么意思

老师，17题，第二个陈述为什么对，时间越长再投资风险越大是对的，但是题中也没说他不是零息债券 90题，用T-bond futures对冲的公式=（MDs*Ps）/（MDf*Pf）但他答案直接就是MDs/MDf算出来的

B选项为什么要查自由度等于5的，这里不是df=n-k-1做显著性检验，此处应该为5-1-1=3；

请问老师 这道题如何算key rate duration

请问这个怎么按计算器！按了三次都得到0.6048

Consider the following single stock portfolio: Stock ABC has a market position of $200,000 and an annualized volatility of 30%. Calculate the linear VaR with 99% confidence level for a 10 business day holding period. Assume normal distribution and round to the nearest dollar. A、$11,952 B、$27,849 C、$60,000 D、$88,066 答案：B 老师，答案公式中有一个数 252，这是怎么算出来的

如果美国10年长期国债收益率3.233%，这个3.233%是报的到期收益率吗？

Suppose that TBA prices of Fannie Mae 6% for July 9 and August 9 settlements are 103 and 102.6, respectively. The accrued interest to be added to each of these prices is 9 actual/360 days of a month's worth of a 6% coupon, 0.15. Let the expected total principal paydown be 2% and assume short-term rate is 1%. If an investor finance a purchase of an MBS pool using dollar roll valued at 10 million. Which of the following is true? A. The roll trades above carry. B. The roll trades below carry. C. The roll trades at breakeven. D. Hard to determine. 请问下老师为什么光持有资产的计算是： 10M(6%/12+2%)=250000, 请解释下题干里面的2%具体是什么意思，分别在光持有资产和持有+roll里面的应用，谢谢！

Consider three potential statements about Metallgesellschaft (MG): I.MG employed a stack-and-roll hedge because liquidity was highest for short-dated oil futures contracts. II.MG employed a stack-and-roll hedge, and a stack hedge has greater basis risk than a strip hedge. III.The roll return in MG’s stack-and-roll hedge was profitable under oil backwardation but losing under oil contango. 老师可以解释下stack-and-roll这个策略是怎样在反向市场中盈利的吗？谢谢