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Louis · 2021年11月18日

答案里的 * 号在考场上不能打对吧

  1. CFA III
  2. 机构IPS

NO.PZ2019100901000020

问题如下：

MegaWorld Bancorp has an equity capital ratio for financial assets of 9%. The modified duration of its assets is 2.0 and of its liabilities is 1.5. Over small changes, the yield on liabilities is expected to move by 85 bps for every 100 bps of yield change in its asset portfolio.
Compute the modified duration of the bank’s equity capital.

选项：

解释：

Using Equation 8, A ÷ E = 1/0.09 = 11.11; (A ÷ E) –1 = 10.11; D*A = 2.0; DL* =
1.5; and Δi ÷ Δy = 0.85.
Therefore, the modified duration of shareholders’ capital is:

DE* = (11.11 × 2) – (10.11 × 1.50) × 0.85 = 9.33

我看到考场要求说乘号必须用 “x”，不可以用 "*" ；

那除法呢？必须用  除号 还是用 “/” 就可以？ （品职这里除号都打不出来）

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1 个答案

发亮_品职助教 · 2021年11月19日

嗨，从没放弃的小努力你好：


我看到考场要求说乘号必须用 “x”，不可以用 "*" ；

那除法呢？必须用  除号 还是用 “/” 就可以？ （品职这里除号都打不出来）


考试有公式编辑器，能找到我们使用的一切符号。如这种，这是协会官网截下来的：




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努力的时光都是限量版，加油！

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