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

骑车打伞不太稳 · 2024年03月16日

写答案的时候，是写公式还是写英语句子？还是说两个都可以？

  1. CFA III
  2. 机构IPS

NO.PZ2019100901000018

问题如下：

Meura Bancorp, a US bank, has an equity capital ratio for financial assets of 12%. Meura’s strategic plans include the incorporation of additional debt in order to leverage earnings since the current capital structure is relatively conservative. The bank plans to restructure the balance sheet so that the equity capitalization ratio drops to 10% and the modified duration of liabilities is 1.90. The bank also plans to rebalance its investment portfolio to achieve a modified duration of assets of 2.10. Given small changes in interest rates, the yield on liabilities is expected to move by 65 bps for every 100 bps of yield change in the asset portfolio.

Calculate the modified duration of the bank’s equity capital after restructuring. Show your calculations.

选项：

解释：

The modified duration of the bank’s equity capital after restructuring is 9.89 years:


直接按照下面这样写答案可以么？


modified duration after restructuring = 2.1 * (1/10%) - 1.9 * (1/10%-1) * 0.65= 9.89 years


还是说必须要把完整的一句英语句子写出来，比如说：


The modified duration of the bank’s equity capital after restructuring is 9.89 years

添加评论
1 个答案
已采纳答案

lynn_品职助教 · 2024年03月17日

嗨，努力学习的PZer你好：


modified duration after restructuring = 2.1 * (1/10%) - 1.9 * (1/10%-1) * 0.65= 9.89 years


假如是主观题要求calculate，也就是展示计算过程，我认为上面这个答案已经足够完整了，


但是按照我的经验，我喜欢先回答答案，在计算


The modified duration of the bank’s equity capital after restructuring is 9.89 years

----------------------------------------------
努力的时光都是限量版，加油！

  • 1

    回答

  • 0

    关注

  • 193

    浏览
相关问题

NO.PZ2019100901000018 问题如下 Meura Bancorp, a US bank, hequity capitratio for financiassets of 12%. Meura’s strategic plans inclu the incorporation of aitionin orr to leverage earnings sinthe current capitstructure is relatively conservative. The bank plans to restructure the balansheet so ththe equity capitalization ratio ops to 10% anthe mofieration of liabilities is 1.90. The bank also plans to rebalanits investment portfolio to achieve a mofieration of assets of 2.10. Given small changes in interest rates, the yielon liabilities is expecteto move 65 bps for every 100 bps of yielchange in the asset portfolio.Calculate the mofieration of the bank’s equity capitafter restructuring. Show your calculations. The mofieration of the bank’s equity capitafter restructuring is 9.89 years: The mofieration of the equity capitafter restructuring is 9.89years.

2024-08-31 18:42 1 · 回答

NO.PZ2019100901000018 问题如下 Meura Bancorp, a US bank, hequity capitratio for financiassets of 12%. Meura’s strategic plans inclu the incorporation of aitionin orr to leverage earnings sinthe current capitstructure is relatively conservative. The bank plans to restructure the balansheet so ththe equity capitalization ratio ops to 10% anthe mofieration of liabilities is 1.90. The bank also plans to rebalanits investment portfolio to achieve a mofieration of assets of 2.10. Given small changes in interest rates, the yielon liabilities is expecteto move 65 bps for every 100 bps of yielchange in the asset portfolio.Calculate the mofieration of the bank’s equity capitafter restructuring. Show your calculations. The mofieration of the bank’s equity capitafter restructuring is 9.89 years: 考试系统的公式编辑器，未来是否会有专项辅导，在平时练习中如何练习使用？

2023-11-12 11:53 1 · 回答

NO.PZ2019100901000018 问题如下 Meura Bancorp, a US bank, hequity capitratio for financiassets of 12%. Meura’s strategic plans inclu the incorporation of aitionin orr to leverage earnings sinthe current capitstructure is relatively conservative. The bank plans to restructure the balansheet so ththe equity capitalization ratio ops to 10% anthe mofieration of liabilities is 1.90. The bank also plans to rebalanits investment portfolio to achieve a mofieration of assets of 2.10. Given small changes in interest rates, the yielon liabilities is expecteto move 65 bps for every 100 bps of yielchange in the asset portfolio.Calculate the mofieration of the bank’s equity capitafter restructuring. Show your calculations. The mofieration of the bank’s equity capitafter restructuring is 9.89 years: A/E 叫什么呢有时候分不清需不需要 1/0.1还是直接用0.1

2023-08-09 23:33 1 · 回答

NO.PZ2019100901000018 问题如下 Meura Bancorp, a US bank, hequity capitratio for financiassets of 12%. Meura’s strategic plans inclu the incorporation of aitionin orr to leverage earnings sinthe current capitstructure is relatively conservative. The bank plans to restructure the balansheet so ththe equity capitalization ratio ops to 10% anthe mofieration of liabilities is 1.90. The bank also plans to rebalanits investment portfolio to achieve a mofieration of assets of 2.10. Given small changes in interest rates, the yielon liabilities is expecteto move 65 bps for every 100 bps of yielchange in the asset portfolio.Calculate the mofieration of the bank’s equity capitafter restructuring. Show your calculations. The mofieration of the bank’s equity capitafter restructuring is 9.89 years:

2022-10-13 21:43 1 · 回答