basis risk是前面那种风险貌似没看到过

老师请问long FRA的是付固定，收浮动。但是一般利率互换的long方是付浮动，收固定的是吗？

Generate a random number from a uniform distribution defined in [0,1],老师，关于随机数的产生，只能从均匀分布中产生吗

sigmaRP sigmaRb为什么这么算，是用夏普比率公式么

请问note书上的9%是否错了，应该是95%?

SML是什么?

bootstrap在这一章里根本没有学好吧，包括'EWMA模型等，都没在本章课件里讲啊。到底是课件讲漏了还是题出的提前了？

请问这道题t值为什么可以直接2.4/0.65这样算，这个2.4不是slope吗

basis risk属于什么风险？选项3没有解释清楚。

The market portfolio (M) contains the optimal allocation of only risky assets and no risky assets. Let the S1 be the Sharpe ratio of this market portfolio. There exists a risk-free asset. Initially, an investor is fully (100%) invested in M with a portfolio Sharpe ratio of S1. Subsequently, the investor borrows 30% at the risk-free rate, such that she is 130% invested in the market portfolio (M) where this leverage portfolio has a Sharpe ratio of S2. After the leverage (i.e., borrowing at the risk-free rate to invest 30% in M, is the investor still on the efficient frontier and how do the Sharpe ratios? A No (no longer efficient), and S2 < S1. B No, but S2 = S1. C Yes(still efficient), but S2 < S1. D Yes, and S2 = S1. 为什么改变后还在有效前沿上啊