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孙胖胖学CFA · 2019年10月30日

答案里应该是乘以1.05吗?

问题如下图:

    

 答案里关于riskless return,是乘以1.005,是不是应该改成1.05?(1+5,000/1,000,000

1 个答案

企鹅_品职助教 · 2019年10月30日

同学你好,答案是正确的。

题干中说“riskless layer will earn 0.5%”. 0.5%就是0.005。

而且你括号里写的5000/1000000也是等于0.005

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