请问老师，lease.rate 是否可以确认为收益？

请问老师，这个daily var 的计算为什么用均值减去z×波动率？

这题没听懂，为啥是第四个数字

请问此处在N=20（小于30），且没有说明是正态分布的情况下，为什么不用T分布的分位数去乘？

老师，为什么p是-0.8。 是p的绝对值越大，相关性越强吗？还是p越大，相关性越强？

A bank issues a 6-month, USD 1 million CD at 4% and funds a loan in ARS at 6.5%. The spot rate for ARS was ARS2.27 per USD at the time of transaction. In 6 months, the ARS depreciated to ARS 2.3 per USD. What is the realized nominal annual spread on the loan? B. -0.19% 请老师解释下这题，谢谢！

A bank has a USD 50 million portfolio for investment. The cost of funds for that is 4.5%. The bank lends 50% of the assets to domestic customers at an average loan rate of 6.25%. The rest is lent to UK client at 7%. The current exchange rate is USD1.642/GBP. At the same time, the bank sells a forward contract equal to the expected receipts one year from now. The forward rate is USD1.58/GBP. The weighted average return to the bank on its assets is closest to : D. 4.61% A bank borrows USD 5 million at 4.5%, purchase euros on the spot market, and lends that amount to a German firm at 6%. The euro spot rate is EUR1.12/USD. After one year, the exchange rate is EUR0.84/USD. The rate of return of this loan to the bank is closest to : C.36.8% 老师这类利率总是很绕，有什么简便一点的方法吗？

请问老师这个77 题在说什么意思，我有点理解不了这道题

请问习题集384 409 411 419 谢谢！

请问“A barrier put option to sell GBP against USD”是一个什么样的option？是GBP的还是USD的？