问题如下图:
选项:
A.
B.
C.
解释:
AB明白,请问C怎么理解,讲义里有明确提到和C一样的定义吗?
NO.PZ2016031202000001问题如下Whiof the following statements about rivatives is correct?A.High own capitis requireinitiation of a rivative contract.B.Aing rivatives to a portfolio will increase risk.C.The value of a rivative is relative to the unrlying asset aninterest rate. C is correct. rivatives cuseto manage risk. In aition, rivatives have a high gree of leverage, trars neeto invest a small amount of capitinitiation.中文解析A错,与直接持有资产相比,使用衍生品进行交易时只需要少量保证金,对资金的需求较低;B错,衍生品作为对冲工具时,是可以降低组合风险的C对,衍生品的价值与标的资产和利率有关。 老师,c是不是应该表达为和资产本身的波动有关呢(比如这个资产1个亿,和它本身价格无关,应该是资产波动了来看它是否定价多少)
NO.PZ2016031202000001 问题如下 Whiof the following statements about rivatives is correct? A.High own capitis requireinitiation of a rivative contract. B.Aing rivatives to a portfolio will increase risk. C.The value of a rivative is relative to the unrlying asset aninterest rate. C is correct. rivatives cuseto manage risk. In aition, rivatives have a high gree of leverage, trars neeto invest a small amount of capitinitiation.中文解析A错,与直接持有资产相比,使用衍生品进行交易时只需要少量保证金,对资金的需求较低;B错,衍生品作为对冲工具时,是可以降低组合风险的C对,衍生品的价值与标的资产和利率有关。 C项不严谨吧,只有于利率相关的衍生产品才会relateto interest rate吧?如果是外汇远期合约之类的衍生品也能认为是relateto interest rate吗?
NO.PZ2016031202000001问题如下Whiof the following statements about rivatives is correct?A.High own capitis requireinitiation of a rivative contract.B.Aing rivatives to a portfolio will increase risk.C.The value of a rivative is relative to the unrlying asset aninterest rate. C is correct. rivatives cuseto manage risk. In aition, rivatives have a high gree of leverage, trars neeto invest a small amount of capitinitiation.中文解析A错,与直接持有资产相比,使用衍生品进行交易时只需要少量保证金,对资金的需求较低;B错,衍生品作为对冲工具时,是可以降低组合风险的C对,衍生品的价值与标的资产和利率有关。 c为啥与利率风险挂钩?讲义上只说了和标的资产吧
A为什么错?
Aing rivatives to a portfolio will increase risk. The value of a rivative is relative to the unrlying asset aninterest rate. C is correct. rivatives cuseto manage risk. In aition, rivatives have a high gree of leverage, trars neeto invest a small amount of capitinitiation. Aing rivatives to a portfolio will increase risk. 这句话我认为没有问题,衍生品会使得组合可能的收益率和风险都大幅提高。难道这句话是错在了will了吗?