Q1: Moring session 55-60
Active Risk Squared= Active Factor Risk + Active Specific Risk
請問題目的portfolio T 為什麼兩者相加不等於 Active Risk Squared?
Q2: Moring Session? 49-54
請問這句哪裡錯?
The swaption fixes the rate that holder will pay on its swap.
解答寫The exercise rate on a payer swaption is the fixed rate at which the holder can enter a pay-fixed position in a swat, if it chooses.
小弟理解: swaption 給你進入swap 付fix rate的權利 而你付的fix rate 不就是swaption的 exercise price 所以可以鎖住利率 (Fixes the rat)
Q3: Afternoon Session 37-42
第41題 題目為intrinsic P/E是多少?
為什麼解答用的公式是 Leading P/E?
Q 4: Afternoon Session 7-12
請問這句為什麼錯?
Amortizing asset require periodic payments of principal and interest, while non-amortizing asset’s periodic payments consist solely of the interest due.
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