老师，想问一下把cost折现为什么折两次，0.25和0.5是怎么来的？？？

收益率与价格成反比的公式是怎么样的？

同学你好，审计委员会的所有成员必须都掌握财务金融知识，不然没法在这个部门发挥作用。 同学你好，D说审计委员会必须有一个成员拥有足够的财务知识，这个是正确的，但不是必须的，和B相比，我们就不选择D了。 教学视频上说审计委员会的成员都需要有专业的知识 和题目里的讲解好像有出入？两位助教的回答emmm看起来也有点矛盾 所以对委员会成员的水平要求到底怎么规定

2.5为什么要开根号？

题目内容视频内没有涉及到。所以想请老师讲解一下第二小题，视频讲解较为简单，没听懂。。。

允许变量间存在线性关系不就导致多重共线性吗？ 而且如果允许coefficient间存在线性关系，那么b1=5b2的话，y=b0+b1x1+b2x2不就等于y=b0+5b2x1+b2x2，这样x1和x2不就可以合并成同一个independent variable了吗？

In commodity markets, the complex relationships between spot and forward prices are embodied in the commodity price curve. Which of the following statements is true? A In a contango market, the discount in forward prices relative to the spot price represents a positive yield for the commodity supplier. B In a contango market, the discount in forward prices relative to the spot price represents a positive yield for the commodity consumer. C In a backwardation market, the discount in forward prices relative to the spot price represents a positive yield for the commodity supplier. D In a backwardation market, the discount in forward prices relative to the spot price represents a positive yield for the commodity consumer. 老师您好！对于便利收益、租金、红利都是对于消费者的好处吗？那持有成本是对于消费者的坏处？

All of the following are steps used in applying a Monte Carlo simulation model for valuing a mortgage-backed security (MBS) EXCEPT: A input potential interest rate paths. B stipulate the number of paths the analyst is willing accept. C use the Treasury yield curve for rates. D use an assumed level of interest volatility. 老师您好！为什么决定模拟次数不是蒙特卡罗模拟的步骤？最终得到的结果是价格的一个分布，那么模拟1000次还是10000次来得到最终的统计应该是很重要的，为什么他不是步骤之一？

An at-the-money European call option on the DJ EURO STOXX 50 index with a strike of 2200 and maturing in 1 year is trading at EUR 350, where contract value is determined by EUR 10 per index point. The risk-free rate is 3% per year, and the daily volatility of the index is 2.05%. If we assume that the expected return on the DJ EURO STOXX 50 is 0%, the 99% 1-day VaR of a short position on a single call option calculated using the delta-normal approach is closest to: 老师您好！在delta-normal方法中VaR(df)=|Δ|VaR(dS)中为什么这个S用的是执行价格？而不是标的资产价格S0?VaR的计算公式=zσP，P为什么不是市场价格而是执行价格？

老师在强化版说这两种错误都是针对原假设H0的，那么这道题的第二个说话也不对呀？