※ 引述《hippo3333 (東方矮魔)》之銘言：
: 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?
ANS:這題我再想想
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)
ANS:他可以選擇不執行
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?
ANS:因為答案一樣 1/r+(1/r-1/ROE)*[g/(r-g)]=(1-b)/(r-g)
: 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.
: 謝謝
ANS:因為或許有人會提前償還,所以不是一致的只付利息!(針對未攤銷部分)
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: 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?
ANS:這題我再想想
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)
ANS:他可以選擇不執行
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?
ANS:因為答案一樣 1/r+(1/r-1/ROE)*[g/(r-g)]=(1-b)/(r-g)
: 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.
: 謝謝
ANS:因為或許有人會提前償還,所以不是一致的只付利息!(針對未攤銷部分)
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