习题册385题，为什么LB是weighted sum of squared autocorrelation

为什么56题不等于1-4%-95%*5%-95%*5% 也就是1-减去AB同时发生-A发生B不发生-B发生A不发生？

习题册382题，为什么D选项正确？

为什么DV01用2减去1啊?

为什么DV01用2减去1啊?

44题的iv项，马科维茨的假设有一个就是都是risk averse，那iv为什么不对呢

请教一下选项3。lower confidence level的话，不是增大了alpha，即拒绝域扩大，Type I error上升，Type II error下降吗？为什么解答中说是non-rejection regions扩大呢？

spot price为什么大于future price

老师您好也就是说题目中，给出的 asset return 只会用在求physical PD 来用对吧， 剩下的计算还是要用rf~

押卷题44题，老师说让我们看答案，但答案只有一个选项，可否详细讲解一下，谢谢。 44. A European put option has two years to expiration and a strike price of $101.00. The underlying is a 7% annual coupon bond with three years to maturity. Assume that the risk-neutral probability of an up move is 0.5 in year 1 and 0.60 in year 2. The current interest rate is 3.00%. At the end of year 1, the rate will either be 5.99% or 4.44%. If the rate in year 1 is 5.99%, it will either rise to 8.56% or rise to 6.34% in year 2. If the rate in one year is 4.44%, it will either rise to 6.34% or rise to 4.70%. The value of the put option today is closet to: A. USD 0.77 B. USD 0.85 C. USD 1.49