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梦秋 · 2018年05月18日

问一道题:NO.PZ201512300100000305 第5小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:

为什么选择 short term rate


1 个答案

maggie_品职助教 · 2018年05月18日

这里不太明白你的问题,哪里用短期了?

梦秋 · 2018年05月18日

解释的最后一句,based on using ......其实也就是不太明白答案是怎么得出来的

maggie_品职助教 · 2018年05月19日

哦,其实是题干最后一句他说当前利率曲线是倒挂的(短期高,长期低),答案就是说我们用longterm 7%算出来是9%,如果用短期的9%的利率算那么就不止9%了,所以选C。最后一句你可以不用管。加油。

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