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he123456 · 2019年12月28日

问一道题:NO.PZ2019012201000056 [ CFA III ]

问题如下图:

选项:

A.

B.

C.

解释:看不到表格1没办法判断答案啊

1 个答案

maggie_品职助教 · 2019年12月30日

已经在处理了,应该很快就能好。给您做题带来的不便我们深表歉意,我现在表格截图给你参考:


he123456 · 2020年01月01日

这道题考查的是哪个知识点?是因为投资了global security有汇率风险所以要用衍生品overlay吗?

maggie_品职助教 · 2020年01月02日

是的,这里是用衍生品对冲汇率风险,在权益不是重点。因为今年权益在衍生品之前上线,所以这个知识点还铺垫,可以听下基础课(讲义70页)。

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