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摩羯大小姐 · 2022年01月11日

这个知识点在哪里呢

  1. CFA I
  2. Alternative

NO.PZ2018053101000044

问题如下：

Which is not true of mark-to-model valuations?

选项：

A. Return volatility may be understated.

B. Returns may be smooth and overstated.

C. A calibrated model will produce a reliable liquidation value.

解释：

C is correct. It is not true that a calibrated model will produce a reliable liquidation value in a mark-to-model valuation. The need to use a model for valuation arises when an asset is so illiquid that there are not reliable market values available. A model may reflect only an imperfect theoretical valuation, not a true liquidation value, should liquidation become necessary. The illiquid nature of alternative assets means that estimates, rather than observable transaction prices, may have been used for valuation purposes.

A and B are not correct because they are both true statements.

不知道考察的是哪个知识点
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lynn_品职助教 · 2022年01月12日

嗨，爱思考的PZer你好：


Performance Appraisal 里面的一小点。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

摩羯大小姐 · 2022年02月07日

这个题目能再展开解释下么~包括相关知识点，谢谢

Lucky_品职助教 · 2022年02月11日

嗨，努力学习的PZer你好：


这是原版书一道例题，基础班有讲解。主要是讨论针对一些结构复杂的产品估值时，如果没有可参考市值，就用模型估值。同学了解即可

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加油吧，让我们一起遇见更好的自己！

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NO.PZ2018053101000044 问题如下 Whiis not true of mark-to-molvaluations? A.Return volatility munrstate B.Returns msmooth anoverstate C.A calibratemol will proa reliableliquition value. Cis correct. It is not true tha calibratemol will proa reliableliquition value in a mark-to-mol valuation. The neeto use a mol forvaluation arises when asset is so illiquiththere are not reliablemarket values available. A mol mrefleonly imperfetheoreticalvaluation, not a true liquition value, shoulliquition become necessary.The illiquinature of alternative assets means thestimates, rather thanobservable transaction prices, mhave been usefor valuation purposes. A anB are notcorrebecause they are both true statements. mark-to-mol valuations，这个老师给讲一下吧。。。以便记忆。。。谢谢

2022-12-22 16:02 2 · 回答

NO.PZ2018053101000044 问题如下 Whiis not true of mark-to-molvaluations? A.Return volatility munrstate B.Returns msmooth anoverstate C.A calibratemol will proa reliableliquition value. Cis correct. It is not true tha calibratemol will proa reliableliquition value in a mark-to-mol valuation. The neeto use a mol forvaluation arises when asset is so illiquiththere are not reliablemarket values available. A mol mrefleonly imperfetheoreticalvaluation, not a true liquition value, shoulliquition become necessary.The illiquinature of alternative assets means thestimates, rather thanobservable transaction prices, mhave been usefor valuation purposes. A anB are notcorrebecause they are both true statements. 我是根据a,b都对排除出的c，请问一下c是什么意思，考核的是哪个知识点，以及错在哪里，谢谢。我查了calibreate是校准的意思，感觉字面意思不理解为什么错

2022-04-27 18:23 1 · 回答