这道题，说pd是下降的啊，rho上升，pd下降对于senior和equity的影响不考虑？

请问0.4%是如何计算出来的？

t值显示Alpha显著不等于0，那么基金经理认为“the probability of observing such a large alpha by chance is only 1%. ”的看法是不是应该reject?

老師舉例的時候的這個97%和8%是什麼，為什麼是這兩個數

和讲义方法不一样呀。。

为什么DWR的式子里面没有体现一年后的10500收入？

22.单选题 收藏 标记 纠错 John, a portfolio manager, claims to have consistently produced excessive returns (over and above the benchmark returns) 97.5% of the time due to her skill and not luck. To support her claim, she presents regression results based on 60 monthly observations as follows: alpha = 0.43%, standard error of alpha = 0.21% Would you reject the null hypothesis of true α = 0 and accept her claim of superior performance 95% of the time due to her skill? A t = 2.50; reject the null hypothesis; reject her claim. B t = 2.50; reject the null hypothesis; accept her claim. C t = 2.05; fail to reject the null hypothesis; accept her claim. D t = 2.05; reject the null hypothesis; accept her claim. 这道题到底是用单尾检验还是双尾检验 如果检验T统计量是否区别于零的话不是应该用双尾检验么 为什么答案给的跟单尾95%1.645去比而不是用双尾95%1.96比？

老师好，为什么equity增高，杠杆就是下降？asset不是等于liability +equity嘛？另外，为啥价格升高就代表高收益？这个是绝对的嘛？

老师，这一题第一个非累计优先股是属于一级资本的吧？为什么答案不选C呢？

请老师解释下这题的各种bias辨析