老师麻烦讲解一下这道题

老师这道题麻烦讲解一下

请问老师第24题，算到Equity=15.56m我都懂，就是为什么排除BD（也就是为什么mezz的cash flow=16m不对？），是说Junior就是mezz吗？

图片中currency swap在期末涉及本金交换，forward不涉及本金交换，interest swap不涉及本金交换。这么记忆对吗？

请问第8题，benchmark的收益率为什么用index return这一列，不用bogey portfolio return这一列？因为题目第一句说bogey是benchmark portfolio了呀。

第65题，为什么 long out-of-money put option的wrong way risk 最大，in-the-money put为什么不行

老师好，这个表格是不是有问题？d1，d2算出来对的，对应的数据算出来没答案呢。谢谢哦。

记得之前老师讲过这种第一年生存第二年违约的情况是无记忆性的，按PD去算就可以，为什么这题算了联合的概率啊

Q5: option D says "Non-parametric is difficult to detect structural shifts or regime changes in data" but Dr. Liang said it should be because it's all reflected in the historical data. If so, it would make option D a wrong statement. Please advise the correct analysis of this statement being right as the answer suggested.

Q5: option D says "Non-parametric is difficult to detect structural shifts or regime changes in data" but Dr. Liang said it should be because it's all reflected in the historical data. If so, it would make option D a wrong statement. Please advise the correct analysis of this statement being right as the answer suggested.