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

返回

十六岁的烟火 · 2017年10月08日

为什么我用cf*转换系数-sp 算出来是C受益最多？问一道题：NO.PZ2016082402000060 [ FRM I ]

  1. FRM I
问题如下图：
选项：
A.
B.
C.
D.
解释：
添加评论
十六岁的烟火 · 2017年10月08日

按照答案的算法，也是C成本最低，c是103.33。答案貌似错了哦～

1 个答案
已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2017年10月10日

嗯，答案错了，选C

  • 1

    回答

  • 0

    关注

  • 298

    浏览
相关问题

NO.PZ2016082402000060问题如下The yielcurve is upwarsloping. You have a short T-bonfutures position. The following bon are eligible for livery:The futures priis 103-17/32 anthe maturity te of the contrais September 1. The bon ptheir coupon semiannually on June 30 ancember 31. The cheapest to liver bonis:A.BonAB.BonCC.BonBInsufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. CT负数表示什么

2023-04-04 10:54 2 · 回答

NO.PZ2016082402000060问题如下 The yielcurve is upwarsloping. You have a short T-bonfutures position. The following bon are eligible for livery:The futures priis 103-17/32 anthe maturity te of the contrais September 1. The bon ptheir coupon semiannually on June 30 ancember 31. The cheapest to liver bonis:A.BonAB.BonCC.BonBInsufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. 想问一下这道题为啥和counpon没有关系，AI是啥

2023-03-02 15:22 1 · 回答

NO.PZ2016082402000060 问题如下 The yielcurve is upwarsloping. You have a short T-bonfutures position. The following bon are eligible for livery:The futures priis 103-17/32 anthe maturity te of the contrais September 1. The bon ptheir coupon semiannually on June 30 ancember 31. The cheapest to liver bonis: A.Bon B.Bon C.Bon Insufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. 这道题目是哪个知识点，在讲义哪里？

2022-05-23 11:31 1 · 回答

NO.PZ2016082402000060 BonC BonB Insufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. 用spot price减去future price乘convensionfactors

2022-03-07 04:51 1 · 回答

NO.PZ2016082402000060 不能直接用BonPrice/CF的方法求CT例如在No.PZ2019052801000044 中，用该方法j计算出来的结果是第三个Bon最小，实际上是第1个成本最小；

2021-04-25 16:04 1 · 回答