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fangxiao · 2019年12月30日

问一道题:NO.PZ2019012201000056 [ CFA III ]

问题如下图:

选项:

A.

B.

C.

解释:

不太明白意思,麻烦帮忙解释一下,多谢

4 个答案

maggie_品职助教 · 2020年01月01日

maggie_品职助教 · 2020年01月01日

网站在我回复的时候好像出问题了,所以才会显示两次同样的回复。另外,图片好像打不开,我再尝试上传一下图片:

maggie_品职助教 · 2020年01月01日

1、portfolio overlay:使用衍生产品对冲风险从而获得收益的一种策略。这道题题干说了R基金是投资全球股票市场的,所以就会存在大量的汇率风险,因此选择使用portfolio overlay策略在规避风险的同时还能获得收益。另外,B和C都是凑选项的。


2、其实这个知识点在后面的课程(衍生品)才会着重讲到,因为今年的课程提前上线了,所以有些知识没有特别铺垫(在权益不是重点)。此外,这道题在之后上线的经典题里会讲到,所以现在搞不懂也别担心。

maggie_品职助教 · 2020年01月01日

1、portfolio overlay:使用衍生产品对冲风险从而获得收益的一种策略。这道题题干说了R基金是投资全球股票市场的,所以就会存在大量的汇率风险,因此选择使用portfolio overlay策略在规避风险的同时还能获得收益。另外,B和C都是凑选项的。

2、其实这个知识点在后面的课程(衍生品)才会着重讲到,因为今年的课程提前上线了,所以有些知识没有特别铺垫(在权益不是重点)。此外,这道题在之后上线的经典题里会讲到,所以现在搞不懂也别担心。

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