老师你好，关于CLN我不太明白，92题答案划红线的地方，principal指的是无风险资产吗？为什么最后要还给投资者？如果发生违约，投资者会收到的collateral指的又是什么？也是无风险资产？

老师,计算DOLLAR VAR 的时候到底用不用 权重?

请问百题37题 选项C为什么是不对的 用cashflow算出来的var不是应该比duration算出来的小吗 ABCD听梁老师的解释 还是有些困惑。

老师,我没有搞懂资产组合里面的A,B的权重,是不是就是7/11和4/11?但是A,B的VAR的权重,就是CCARa和CVARb的权重占比?CVARa/(CARa+CVARb)

老师你好，Ｂ选项为什么是错的？答案没看懂

老师你好，这道题从题目到答案整个不明白

老师你好，能给我讲一下policy-mix risk,active management risk,funding risk,sponsor risk这四种的区别吗？我分不清

还有这个题目,如果他的believes后面给出的仅仅只是一个置信区间,那么145页那道题目就不应该选择ACCEPT. 这几个题目长得都一样,但是答案选择不一样,烦请老师释疑. Based upon 60 monthly returns, you estimate an actively managed portfolio alpha of 1.28% and a standard error of alpha of 0.1365%. The portfolio manager wants to get due credit for producing positive alpha and believes that the probability of observing such a large alpha by chance is only 1%. Calculate the t-statistic, and state whether you would accept or reject the claim made by the portfolio manager based on the estimated t-value. A t-statistic: 9.377; Conclusion: Accept B t-statistic: 9.377; Conclusion: Reject

就是这个题目, Based on 60 monthly returns, you estimate an actively managed portfolio alpha = 1.24% and standard error of alpha = 0.1278%. The portfolio manager wants to get due credit for producing positive alpha and believes that the probability of observing such a large alpha by chance is only 1%. Calculate the t-statistic, and based on the estimated t-value would you accept (or reject) the claim made by the portfolio manager. A t = 9.70, accept

为什么B选项不对呢？