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标题: 2008 CFA Level 1 － Sample 样题(2)－Q46 [打印本页]

作者: bingning 时间: 2008-5-27 15:15 标题: 2008 CFA Level 1 － Sample 样题(2)－Q46

46、Do options and futures, respectively, most directly reveal the prices or the volatility of their underlying assets?

Options

Futures

Prices

Volatility

Prices

Volatility

A. Answer A

B. Answer B

C. Answer C

D. Answer D

[此贴子已经被作者于2008-11-7 13:09:22编辑过]

作者: bingning 时间: 2008-5-27 15:18 标题: 答案和详解回复可见！

46、Do options and futures, respectively, most directly reveal the prices or the volatility of their underlying assets?

Options

Futures

Prices

Volatility

Prices

Volatility

A. Answer A

B. Answer B

C. Answer C

D. Answer D

Correct answer = C

"Derivative Markets and Instruments," Don M. Chance
2008 Modular Level I, Vol. 6, pp. 20-22
Study Session 17-70-c
discuss the purposes and criticisms of derivative markets
The volatility of the underlying asset is critical to the value of an option. Options reveal more about volatility than about spot prices. Futures, forwards, and swaps are more directly related to price discovery.

作者: jadebaohui 时间: 2008-5-27 15:38

thx 4 dat.

作者: fatiger 时间: 2008-5-29 09:27

k

作者: jzwx 时间: 2008-5-29 10:04

c

作者: ascendjiji 时间: 2008-5-29 10:33

[em02]

作者: oleander 时间: 2008-5-29 10:57

b

作者: 刀剑如梦 时间: 2008-5-31 16:08

真帮啊

作者: isaisaisa 时间: 2008-5-31 23:50

c

作者: leeh 时间: 2008-6-3 17:24

作者: tannyyu 时间: 2008-6-6 10:40

dcd

作者: vivivin 时间: 2008-6-19 16:29

re

作者: lucylu 时间: 2008-7-31 15:15

thanks

作者: malachite 时间: 2008-8-26 15:41

作者: lilygood 时间: 2008-9-10 03:05

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作者: maxsimax 时间: 2008-10-21 23:24

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作者: sun_kitty 时间: 2008-10-23 17:44

[em01]

作者: elea0930 时间: 2008-11-2 12:34

c

作者: slkly 时间: 2008-11-17 13:15

[em01][em02]

作者: spring66 时间: 2008-11-18 15:54 标题: g

g

作者: lupinelp 时间: 2008-11-19 11:50

1

作者: cafeciao 时间: 2008-11-19 17:57

[em01]

作者: wocaohorse 时间: 2008-11-21 03:21

re

作者: tancynthia 时间: 2008-11-27 11:32

thx

作者: jzhang21 时间: 2008-12-1 14:32

xie xie

作者: tellen 时间: 2008-12-1 23:01

谢谢

作者: magiceden 时间: 2008-12-2 18:50

Thanks for sharing

作者: xkgenius 时间: 2008-12-4 21:16

re

作者: kankanbaba 时间: 2009-2-1 06:32

d

作者: jasperdong 时间: 2009-2-11 16:14

volatility

作者: johnheman 时间: 2009-2-21 11:49

ok

作者: eca01yj 时间: 2009-5-7 22:28

d

作者: percy 时间: 2009-5-8 10:54

3

作者: Eglinton 时间: 2010-2-7 08:59

 tx

作者: xxjj564 时间: 2011-3-2 09:50

 a

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