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孙甘迪 · 2019年02月20日

问一道题:NO.PZ201809170400000207 第7小题 [ CFA III ]

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问题如下图:

选项:

A.

B.

C.

解释:

这一问看答案能看懂,但是不记得是在哪个知识点里。最开始有点没看懂题目

1 个答案
老师答案

这个题目放这里是有些奇怪,要说知识点,就是使用derivative构建被动投资。不过这个要计算期货头寸,其实是衍生品里面的内容

李斯克 · 2019年02月21日

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