请问这道如何解答

请问老师这道波动率如何计算

为什么是-5、-1和6？

可否写出计算过程？谢谢。

请问收益率6%是怎么计算出来？怎样按计算器都是错误的，看了老师回答其他同学的问题，按照回答的方式去按计算器还是不行了，另外零息债券是如何计算收益率？

u的含义不是expected return的均值吗？为什么题中说market variable increased by 2%带入到了公式当中的u？

老师好， 可不可用自己的话讲一讲什么是 credit value adjustment？ 听完整节的课，感觉就是预期损失折现到0时刻的价值。

I/Y 是怎么求出来的？ 能给下公式么？

An investor is looking to create an options portfolio on XYZ stock that will have virtually zero vega exposure while maximizing the ability to profit from increases in interest rates. If the current price of XYZ is $50, which of the following would accomplish his goals? A Sell a call with a strike price of $50 B Buy a call with a strike price of $25 C Sell a put with a strike price of $50 D Buy a put with a strike price of $25 这一题有一点混淆，什么时候是ITM，什么时候是OTM？还有就是VEGA=0为什么就是deep in the money或者deep out of the money?上课老师说的都可以明白，为什么一做题目就全部都不懂？o(╥﹏╥)o

方差计算公式是怎样的？求解