cfa 3级 归来

milon123 发表于 2013-6-3 22:46
exactly,看来你是有好好学的，哈哈。

short straddle的左右两边的break-even price更低，左边的break- ...

但如果題目有limit risk, short staddle的risk是非常大的,這样好像不符題意吧?

jpg2928 发表于 2013-6-4 12:45
但如果題目有limit risk, short staddle的risk是非常大的,這样好像不符題意吧?

andiebogard 发表于 2013-6-3 23:40
1. 上午 最后一题 MCP 如何做？
2. 到底是equitycollar还是 short call？ why?
3. 为何不是gain and  ...

1. MCP 在 扩大Confidence Level后, Type 1 Error是decrease
2. I don't remember
3. I am not sure.
4. don't remember
5. Diift to value. should compare with large cap index
6. I select short straddle
7. Negative skewness
8. don't remember
9. don't remember
10. don't remember
11. Must divided by 5

chenchengzhi22 发表于 2013-6-4 00:46
我倒是没发现太多下午额外错的， 还是我之前知道那三四个 。。 现在我就只纠结一个问题，上午的第九题，据 ...

有的,
其实就是
看哪个是用beta
哪个是用standard deviation

前面的用treynor ratio
后面的用sharpe ratio

我最郁闷的是上午 first problem

本来把题目中的陷阱都分辨出来了,结果还是上套了
它说得是distrbution和return都是 25% tax rate.
去年的distribution return 是8%,所以应该是(1-0.25)(1+0.08*(1-0.25))
郁闷中的郁闷

sjleeds 发表于 2013-6-4 13:06
有的,
其实就是
看哪个是用beta

Thank you so much! at least I know how I died... do you still recall how many marks was for the last question (#11)?

zyz_joey 发表于 2013-6-4 10:40
这题很短，就一页纸，很容易就翻过去了，我第一次也是翻过去了，一看时间加总不对，往回翻才发现，不过只 ...

Thank you so much!! At least I know how I died... do you still recall how many marks was for the last question (#11)?

chenchengzhi22 发表于 2013-6-4 14:49
Thank you so much!! At least I know how I died... do you still recall how many marks was for the l ...

6分。

牛逼的人整个题空着也是能过的，不要在乎这点点。。。

chenchengzhi22 发表于 2013-6-4 14:49
Thank you so much!! At least I know how I died... do you still recall how many marks was for the l ...

6分。

牛逼的人整个题空着也是能过的，不要在乎这点点。。。

sjleeds 发表于 2013-6-4 13:19
我最郁闷的是上午 first problem

本来把题目中的陷阱都分辨出来了,结果还是上套了

啥，那么复杂，又错了