作者hippo3333 (东方矮魔)
看板CFAiafeFSA
标题[问题] Level2 Mock Exam问题
时间Wed Jun 3 03:01:41 2009
Q1: Moring session 55-60
Active Risk Squared= Active Factor Risk + Active Specific Risk
请问题目的portfolio T 为什麽两者相加不等於 Active Risk Squared?
Q2: Moring Session? 49-54
请问这句哪里错?
The swaption fixes the rate that holder will pay on its swap.
解答写The exercise rate on a payer swaption is the fixed rate at which the holder can enter a pay-fixed position in a swat, if it chooses.
小弟理解: swaption 给你进入swap 付fix rate的权利 而你付的fix rate 不就是swaption的 exercise price 所以可以锁住利率 (Fixes the rat)
Q3: Afternoon Session 37-42
第41题 题目为intrinsic P/E是多少?
为什麽解答用的公式是 Leading P/E?
Q 4: Afternoon Session 7-12
请问这句为什麽错?
Amortizing asset require periodic payments of principal and interest, while non-amortizing asset’s periodic payments consist solely of the interest due.
谢谢
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