repo buyer：借出钱拿抵押。之前有过enter repo是借钱付抵押，reverse repo是借出钱。我能不能理解为enter🟰buy，buy repo是借钱？这个老师能帮忙梳理一下吗？

c哪里错了

c哪里错了

mapping A to B，到底是谁映射谁，谁组成谁，感觉和课上讲的不一样啊

D中的volatility指的应该就是那个sigma吧

老师，这个题到底选什么呢，每个选项能再解释一下吗

选择偏差会导致风险低估吗

不是很理解dv01

A哪里错了

A company wants to borrow $10 million for 90 days starting in one year. To hedge the interest rate risk of the future borrowing, the company enters into a forward rate agreement (FRA) where the company will pay a fixed rate, R(k), of 5.0%. The FRA cash settles in one year; i.e., in advance (T=1.0) not in arrears (T=1.25). All rates are expressed with quarterly compounding. If the actual 90-day LIBOR observed one year forward turns out to be 6.0%, what is the cash flow settlement by the company under the FRA?老师这道题我可以这么理解吗：今天T0时刻这家公司进入了一个约定为未来1年后固定利率为5%的为期90天（0.25年）的远期合约，T2为合约到期时间，T1为提前结束/实际持有的时间。如果T1时，90天的年化浮动利率为6%，那么T1时刻的远期结算的现金流/payoff为多少？