作者lis2318 (人的相识都有起点和终点)
看板CFAiafeFSA
标题[问题] CFA三级Practice problem for reading 23
时间Mon May 11 09:12:52 2009
Ｒeading 23的练习题第３题是有关Risk premium approach,
其中10-yr mortgage-backed security (MBS) (callable; government-backed
collateral)的expected retrun计算并不包括10-yr call risk spread,
是不是因为它附注a.This spread implicitly includes....as well as
compensation for prepayment risk. 这个prepayment risk已经隐含了
call spread,所以无需再加上另外给的10-yr call spread. 但若是没有附注a,
计算其expected return时则必需要再把10-yr call spread加进去.
请问也在准备三级考试的人,不知我的理由是否正确呢?
谢谢.
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 140.112.4.234
1F：推 Moodys:我觉得是这样没错 05/11 23:36