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toffee · 2023年05月24日

这道题？

  1. CFA III
  2. Fixed Income

* 问题详情，请 查看题干

NO.PZ202209060200004005

问题如下：

Are Honanie’s comments to Puhuyesva regarding replicating a South American debt index most likely correct?

选项：

A.Yes. B.No. He is incorrect regarding synthetic strategies. C.No. He is incorrect regarding full replication.

解释：

Solution

B is correct. Honanie is incorrect regarding synthetic strategies because an active futures market is not required. A total return swap could be entered into in the over-the-counter market to achieve exposure to the desired index.

A is incorrect because Honanie is incorrect regarding synthetic strategies.

C is incorrect because Honanie is correct regarding the prohibitive costs of a full replication strategy for a relatively small portfolio; 6% of $217.3 million is only $13.0 million.

C是说 因为 体量小 可以做到完全复制是吗？ full replication 确实是成本高啊

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4 个答案

pzqa31 · 2023年06月29日

嗨，爱思考的PZer你好：


同学你觉得答案哪里有问题？

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加油吧，让我们一起遇见更好的自己！

AM1989 · 2023年06月29日

这道题，答案选项本身的解释也很有问题啊

pzqa31 · 2023年05月25日

嗨，从没放弃的小努力你好：


同学，具体问题要具体分析，这个portfolio规模小，所以即使做了full replication，成本也不高，答案不是还给计算了一下么

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加油吧，让我们一起遇见更好的自己！

pzqa31 · 2023年05月25日

嗨，从没放弃的小努力你好：


请把题干贴一下

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加油吧，让我们一起遇见更好的自己！

toffee · 2023年05月25日

？这道题老师看不到吗？

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NO.PZ202209060200004005 问题如下 Are Honanie’s comments to Puhuyesva regarng replicating a South Americinx most likely correct? A.Yes. B.No. He is incorreregarng synthetic strategies. C.No. He is incorreregarng full replication. SolutionB is correct. Honanie is incorreregarng synthetic strategies because active futures market is not require A totreturn swcoulentereinto in the over-the-counter market to achieve exposure to the sireinx.A is incorrebecause Honanie is incorreregarng synthetic strategies.C is incorrebecause Honanie is correregarng the prohibitive costs of a full replication strategy for a relatively small portfolio; 6% of $217.3 million is only $13.0 million. 凭感觉选对的，但是对选择理由不是很肯定。麻烦老师解答一下

2023-07-02 17:43 1 · 回答