老师问一下,怎么确定加了30%以后这个点依然在cml这条线上?谢谢
Capital Market Line (CML)、Capital Market Line (CML) and Security Market Line (SML)
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D项。point at which the straight line intersects the expected return axis。直线与期望收益轴相交点,是无风险收益点Rf。
斜率也是夏普比率,单位风险的超额收益,即市场风险的价格。
The Standard Capital Asset Pricing Model、Capital Market Line (CML) and Security Market Line (SML)
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The board does not provide reports to regulators.(董事会并不为监管者提供报告)。 Information requests from supervisors would be made at the bank level, not the board level.(来自于监管层的信息要求由银行层面来解决,不是董事会)
Effective Data Aggregation and Risk Reporting、Risk Aggregation and Reporting
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请问老师这个题第四项说法到底是不是对的
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老师,lease不是租聘,应该是成本要减去才对呀
Forward and Futures Prices
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grow 4%,是上涨4%,还是涨到4%?这个计算不一样呀。还有两个贝塔值我以为是连等式,想半天,还有GDP和工业生产一样吗,这题出的,真是头裂。
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Why HTM 要加1%?
Mortgage-Backed Securities Market
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老师这道题哪个是本币哪个是外币?
Forward and Futures Prices
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老师可以解释一下D吗?
Interest Rates
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“左偏分布发生极端损失的概率比正态分布高” 请问有没有这种说法呢?
Skewness, Kurosis, Coskewness and Cokurtosis
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