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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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请问老师:“The area between the mean and 39 is 0.14615; and between the mean and 43 is 0.04975. ”这里的两个数是怎么出来的,查表吗?烦请老师解答,谢谢!
查看试题 已解决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
查看试题 已回答精品问答
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- 直接看选项吧,B选项错在哪里?
