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周梅 · 2024年10月11日

EQUITY

  1. CFA II
  2. Equity

* 问题详情，请 查看题干

NO.PZ202106160100000101

问题如下：

Using the quotes in Exhibit 1, the amount received by Goldsworthy from converting JPY 225,000,000 will be closest to:

选项：

A.

GBP 1,734,906

B.

GBP 1,735,174

C.

GBP 1,735,442

解释：

A is correct.

Goldsworthy has been given a bid–offer spread. Because she is buying the base currency—in this case, GBP—she must pay the offer price of JPY 129.69 per GBP.

JPY225,000.000129.69  JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906

考点: Spot rates and forward rates以及bid-offer spread

解析: 题目中说投资者要买GBP，那么就应该使用DEALER关于GBP的卖价做加交易。所以可得

JPY225,000.000129.69  JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906

Statement 5Relative-strength indicators compare an equity’s performance during a period with the performance of some group of equities or its own past performance.

Statement 6In the calculation of standardized unexpected earnings (SUE), the magnitude of unexpected earnings is typically scaled by the standard deviation of analysts’ earnings forecasts.

老师这两点的考点是什么

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1 个答案

王园圆_品职助教 · 2024年10月12日

statement 5是相对强弱指标定义的原话，相对强度指标将股票的表现与一组股票的表现或其自身过去的表现进行比较。

statement 6说的就是SUE计算的定义，错在分母用的是历史数据而非预测数据。

相关知识点的基础班讲义截图如下

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