开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

max · 2019年06月05日

问一道题:NO.PZ2018062007000024 [ CFA I ]

虽然对了,但还是想确认下,B是因为分红所以小于A吗?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案
已采纳答案

包包_品职助教 · 2019年06月06日

同学你好,是的。在算FP的时候我们要减去分红,B有分红,所以B的FP小

  • 1

    回答
  • 0

    关注
  • 354

    浏览
相关问题

NO.PZ2018062007000024问题如下StoA anStoB are both tra$50 per share in the same market. StoA is a growth stowith no vinpayment plans, while StoB is a value stoanplans to pvinin next month. Assuming all else equal, the three-months forwarpriof:A.StoA is expecteto higher thStoBB.StoA is expecteto lower thStoBC.StoA cannot terminecompareto StoA is correct.The forwartransaction will forgo the benefits anavoicost. vinpayment is benefit to stoholrs. Therefore, the forwarpriis the spot pricompounthe risk-free rate over the life of the contraminus the future value of those benefits. Stowhihno vinpayment plan, will have a higher forwarprithStoB.中文解析现货持有方是可以获得红利的,而远期合约的long方无法获得,因而远期合约的价格应当在现货价格基础上扣除红利的影响。这道题A股票没有红利,B股票有红利,两者价格相等,但B需要扣除红利影响,所以A股票为标的资产的期货价格会更高。 A不需要增加一个cost 而B需要增加一个cost, B的forwar是大于A 所以spot 小于A么

2024-02-19 15:47 1 · 回答

NO.PZ2018062007000024 问题如下 StoA anStoB are both tra$50 per share in the same market. StoA is a growth stowith no vinpayment plans, while StoB is a value stoanplans to pvinin next month. Assuming all else equal, the three-months forwarpriof: A.StoA is expecteto higher thSto B.StoA is expecteto lower thSto C.StoA cannot terminecompareto Sto A is correct.The forwartransaction will forgo the benefits anavoicost. vinpayment is benefit to stoholrs. Therefore, the forwarpriis the spot pricompounthe risk-free rate over the life of the contraminus the future value of those benefits. Stowhihno vinpayment plan, will have a higher forwarprithStoB.中文解析现货持有方是可以获得红利的,而远期合约的long方无法获得,因而远期合约的价格应当在现货价格基础上扣除红利的影响。这道题A股票没有红利,B股票有红利,两者价格相等,但B需要扣除红利影响,所以A股票为标的资产的期货价格会更高。 按照公式可以做出来,但是解析中“现货持有方是可以获得红利的,而远期合约的long方无法获得” 不是很理解,可否一下,谢谢。

2023-06-05 09:34 1 · 回答

NO.PZ2018062007000024问题如下StoA anStoB are both tra$50 per share in the same market. StoA is a growth stowith no vinpayment plans, while StoB is a value stoanplans to pvinin next month. Assuming all else equal, the three-months forwarpriof:A.StoA is expecteto higher thStoBB.StoA is expecteto lower thStoBC.StoA cannot terminecompareto StoA is correct.The forwartransaction will forgo the benefits anavoicost. vinpayment is benefit to stoholrs. Therefore, the forwarpriis the spot pricompounthe risk-free rate over the life of the contraminus the future value of those benefits. Stowhihno vinpayment plan, will have a higher forwarprithStoB.中文解析现货持有方是可以获得红利的,而远期合约的long方无法获得,因而远期合约的价格应当在现货价格基础上扣除红利的影响。这道题A股票没有红利,B股票有红利,两者价格相等,但B需要扣除红利影响,所以A股票为标的资产的期货价格会更高。 就是最原始的那个公式B是so-pvvin个公式。。。但是不看公式,我还是有点理解不了呢。我记得老师上课讲过,持有现货cost越高,远期合约就贵。那这个B的成本不就高于A吗?他有分红。。。虽然拿不到。。。

2023-04-05 18:02 1 · 回答

NO.PZ2018062007000024问题如下StoA anStoB are both tra$50 per share in the same market. StoA is a growth stowith no vinpayment plans, while StoB is a value stoanplans to pvinin next month. Assuming all else equal, the three-months forwarpriof:A.StoA is expecteto higher thStoBB.StoA is expecteto lower thStoBC.StoA cannot terminecompareto StoA is correct.The forwartransaction will forgo the benefits anavoicost. vinpayment is benefit to stoholrs. Therefore, the forwarpriis the spot pricompounthe risk-free rate over the life of the contraminus the future value of those benefits. Stowhihno vinpayment plan, will have a higher forwarprithStoB.中文解析现货持有方是可以获得红利的,而远期合约的long方无法获得,因而远期合约的价格应当在现货价格基础上扣除红利的影响。这道题A股票没有红利,B股票有红利,两者价格相等,但B需要扣除红利影响,所以A股票为标的资产的期货价格会更高。 但是benefit又拿不到的嘛

2023-04-05 12:52 1 · 回答

NO.PZ2018062007000024 问题如下 StoA anStoB are both tra$50 per share in the same market. StoA is a growth stowith no vinpayment plans, while StoB is a value stoanplans to pvinin next month. Assuming all else equal, the three-months forwarpriof: A.StoA is expecteto higher thSto B.StoA is expecteto lower thSto C.StoA cannot terminecompareto Sto A is correct.The forwartransaction will forgo the benefits anavoicost. vinpayment is benefit to stoholrs. Therefore, the forwarpriis the spot pricompounthe risk-free rate over the life of the contraminus the future value of those benefits. Stowhihno vinpayment plan, will have a higher forwarprithStoB.中文解析现货持有方是可以获得红利的,而远期合约的long方无法获得,因而远期合约的价格应当在现货价格基础上扣除红利的影响。这道题A股票没有红利,B股票有红利,两者价格相等,但B需要扣除红利影响,所以A股票为标的资产的期货价格会更高。 求问课本中有没有具体的呢

2023-03-05 22:37 1 · 回答