NO.PZ202212300200004202问题如下 the first swsettlement te, Pike woulmostlikely: A.p$36,000B.receive $67,500C.receive $103,500 CorreAnswer: CPortfolio clineis –2% = $3.6 million * –2% = – $72,000SwSettlementPike woulreceivethe negative returns on the portfolio in aition to the fixeinterest rate of3.75% on a notionprincipof $1.8 million.Negative return on50% of the portfolio = 0.5 * $3.6 million * 2% = $36,000. (Pike will receivethe negative performanon the portfolio.)Fixereturn of3.75% on 50% of the portfolio = 0.5 * $3.6 million * 3.75% = $67,500. (Pikewill receive the fixeinterest payment on the swap.)Net payment on theswthPike will receive = $36,000 + $67,500 = $103,500. 老师，这里想问下，为什么不考虑现货端的部分（如图画圈的部分）？有些题目是现货端也要考虑，有些又不用考虑，我应该怎样区分哪些问法是需要考虑现货端哪些不需要考虑？
NO.PZ202212300200004202问题如下 the first swsettlement te, Pike woulmostlikely: A.p$36,000B.receive $67,500C.receive $103,500 CorreAnswer: CPortfolio clineis –2% = $3.6 million * –2% = – $72,000SwSettlementPike woulreceivethe negative returns on the portfolio in aition to the fixeinterest rate of3.75% on a notionprincipof $1.8 million.Negative return on50% of the portfolio = 0.5 * $3.6 million * 2% = $36,000. (Pike will receivethe negative performanon the portfolio.)Fixereturn of3.75% on 50% of the portfolio = 0.5 * $3.6 million * 3.75% = $67,500. (Pikewill receive the fixeinterest payment on the swap.)Net payment on theswthPike will receive = $36,000 + $67,500 = $103,500. 1.想问问这是哪个知识点。2.为什么equity是付2%？
NO.PZ202212300200004202 问题如下 the first swsettlement te, Pike woulmostlikely: A.p$36,000 B.receive $67,500 C.receive $103,500 CorreAnswer: CPortfolio clineis –2% = $3.6 million * –2% = – $72,000SwSettlementPike woulreceivethe negative returns on the portfolio in aition to the fixeinterest rate of3.75% on a notionprincipof $1.8 million.Negative return on50% of the portfolio = 0.5 * $3.6 million * 2% = $36,000. (Pike will receivethe negative performanon the portfolio.)Fixereturn of3.75% on 50% of the portfolio = 0.5 * $3.6 million * 3.75% = $67,500. (Pikewill receive the fixeinterest payment on the swap.)Net payment on theswthPike will receive = $36,000 + $67,500 = $103,500. 在sw中pnegative equity return不应该是加上吗？
