cfapass2011

有一题 hedge oil, 500 call, 500 put, strick price 70 and 80,
three choices, 70几,80几,88好像是
这题选的什么?

sayyescici

QUOTE:

以下是引用cfapass2011在2011-6-8 5:05:00的发言：
有一题 hedge oil, 500 call, 500 put, strick price 70 and 80, three choices, 70几,80几,88好像是这题选的什么?

 83.2 or 82.30 (strike price of call 80+ the net of call and put's premium)

sayyescici

QUOTE:

以下是引用lululi在2011-6-8 4:58:00的发言：

Advantage of fixed horizon planning: minimum volatility of safe return? aggressive investment in surplus?

 

Which investment assessment to choose (in the AM session): micro? macro?

 

 

Macro analysis

swinerton

QUOTE:

以下是引用sayyescici在2011-6-8 5:10:00的发言：

 

 

Macro analysis

same here

cfapass2011

macro analysis这题是怎么问的?没印象了...

sayyescici

QUOTE:

以下是引用cfapass2011在2011-6-8 5:16:00的发言：
macro analysis这题是怎么问的?没印象了...

 

 

compare two managers, compare performance returns. Ask for two more input:

 

1. policy allocation (weights)

2. benchmark returns

[此贴子已经被作者于2011-6-8 5:17:49编辑过]

swinerton

QUOTE:

以下是引用cfapass2011在2011-6-8 5:16:00的发言：
macro analysis这题是怎么问的?没印象了...

一个哥们被某个pension fund请去evaluate fund performance. 这哥们收集了很多数据，比如不同基金经理的valuation etc etc 然后开始分析

swinerton

QUOTE:

以下是引用sayyescici在2011-6-8 5:17:00的发言：

 

 

compare two managers, compare performance returns. Ask for two more input:

 

1. policy allocation (weights)

2. benchmark returns

[此贴子已经被作者于2011-6-8 5:17:49编辑过]

我写的是benchmark returns and risk free rate. haha, risk free是瞎掰的。

chalanda

..........

cfapass2011

QUOTE:

以下是引用swinerton在2011-6-8 5:17:00的发言：

一个哥们被某个pension fund请去evaluate fund performance. 这哥们收集了很多数据，比如不同基金经理的valuation etc etc 然后开始分析

 

really? 这是上午倒数第二题问methodology吗?