问题如下图:
选项:
A.
B.
C.
D.
解释:
这里long和short为什么都记为资产呢,是因为short225之后有现金回来吗
NO.PZ2016071602000014 问题如下 A hee funis long $315 million in certain stocks anshort $225 million in other stocks. The hee funs equity is $185 million. The funs overall beta is 0.75. Calculate the gross annet leverage. A.2.91 an0.48 B.2.18 an0.36 C.2.91 an0.36 2.18 an0.48 A is correct. The gross leverage is (315 + 225)/185 = 2.9. The net leverage is (315 — 225)/185 = 0.5. Note thbeta is not neefor this calculation. 如题
NO.PZ2016071602000014 完全没有任何意义是吗
2.18 an0.36 2.91 an0.36 2.18 an0.48 A is correct. The gross leverage is (315 + 225)/185 = 2.9. The net leverage is (315 — 225)/185 = 0.5. Note thbeta is not neefor this calculation. 这个杠杆的计算在讲义上提到过么?似乎没有印象…
答案没有看懂,怎么得出这两个公式的