沈点点 · 2025年01月14日
* 问题详情，请 查看题干
NO.PZ202212270100001101
问题如下：
The opportunity cost of the MPU trade is closest to:
选项：
A.
20 bps.
B.
45 bps.
C.
57 bps.
解释：
Correct Answer: B
Opportunity cost = (S – ΣSj) × (pn – pd)
= {10,000 – (2,000 + 5,000 + 1,000)}× ($40.90 – $40)
= $1,800
= 1,800*10^4/ (10,000*40) bps
= 45 bps
如果都计算bp形式的话，opportunity cost的分母用decision price*原计划交易的量，arrival cost的分母用arrival price*实际交易的量，implementation cost的分母用decision price*原计划交易的量（即和opportunity cost一样），对吗？
NO.PZ202212270100001101 问题如下 The opportunity cost of the MPU tra is closest to: A.20 bps. B.45 bps. C.57 bps. CorreAnswer: BOpportunity cost = (S – ΣSj) × (pn – p= {10,000 – (2,000 + 5,000 + 1,000)}× ($40.90 – $40)= $1,800= 1,800*10^4/ (10,000*40) bps= 45 bps 老师好，这里的分母 用的是 40*10000股，我理解是要问 在原计划应该支付的成本中，机会成本占了多少，不知道是不是这样？我看别的题目 比如求arrivcost中分母用的是 arrivprice，和这里用的cision price不一致。是不是应该理解为求bps时，分母都是referenprice？
NO.PZ202212270100001101 问题如下 Chatterjee cis to buy 10,000 shares of MPU with a cision priceof yestery’s close $40.00 per share ansets a limit priof $40.50 forthe orr. The trang venue charges $0.03 per share a commission.MPU faces strong mananprices continue risingthroughout the trang y. Angels is able to get three tras executewithinthe limit orr set Chatterjee. After the thirtra, MPU shares tra atprices over the limit orr anclose $40.90. Chatterjee termines thMPUis now fairly valueanes not want to buy any more MPU shares thecurrent price. The tra execution tails are shown in Exhibit 1. The opportunity cost of the MPU tra is closest to: A.20 bps. B.45 bps. C.57 bps. CorreAnswer: BOpportunity cost = (S – ΣSj) × (pn – p= {10,000 – (2,000 + 5,000 + 1,000)}× ($40.90 – $40)= $1,800= 1,800*10^4/ (10,000*40) bps= 45 bps 如题
