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ALLA · 2019年07月15日

问一道题：NO.PZ2016071602000003

  1. FRM II
  2. Risk Management And Investment Management

问题如下图：

    

选项：

A.

B.

C.

D.

解释：


老师您好，请问计算时是否要考虑surplus的expected value（若题目有提供）？

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已采纳答案

品职答疑小助手雍 · 2019年07月15日

同学你好，有的话需要考虑，没有的话就算了。

不过以防万一即使给了expected value，也最好把不考虑expected算一下，看选项里给了哪个答案，因为协会也出过给了expected没有考虑的例题。

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