B选项为什么要查自由度等于5的，这里不是df=n-k-1做显著性检验，此处应该为5-1-1=3；

请问老师 这道题如何算key rate duration

请问这个怎么按计算器！按了三次都得到0.6048

请问, risk manager是指, 高管层还是风险管理部门的人? 谢谢老师!

Consider the following single stock portfolio: Stock ABC has a market position of $200,000 and an annualized volatility of 30%. Calculate the linear VaR with 99% confidence level for a 10 business day holding period. Assume normal distribution and round to the nearest dollar. A、$11,952 B、$27,849 C、$60,000 D、$88,066 答案：B 老师，答案公式中有一个数 252，这是怎么算出来的

请老师解释下, 为什么卖保险, 等价这个long ? 买保险, 等价于short? 谢谢老师!

如图, 请老师解释下, 谢谢老师!

如果美国10年长期国债收益率3.233%，这个3.233%是报的到期收益率吗？

为什么dt 是1/12 而不是 0.5的平方？

Suppose that TBA prices of Fannie Mae 6% for July 9 and August 9 settlements are 103 and 102.6, respectively. The accrued interest to be added to each of these prices is 9 actual/360 days of a month's worth of a 6% coupon, 0.15. Let the expected total principal paydown be 2% and assume short-term rate is 1%. If an investor finance a purchase of an MBS pool using dollar roll valued at 10 million. Which of the following is true? A. The roll trades above carry. B. The roll trades below carry. C. The roll trades at breakeven. D. Hard to determine. 请问下老师为什么光持有资产的计算是： 10M(6%/12+2%)=250000, 请解释下题干里面的2%具体是什么意思，分别在光持有资产和持有+roll里面的应用，谢谢！