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- UID
- 223457
- 帖子
- 298
- 主题
- 1
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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Wow no idea how I screwed this one up. Thanks everyone for your help.
Using bpdulog’s formula to alter the portfolio beta to zero makes sense to me.
Just one question on mcap11’s point. If what he said is true (“only time you use the interest rate is for SYNTHETIC transactions”), then why is the question/answer saying you have created synethetic t-bill, if we just alter the beta here? |
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发表于 2013-4-1 13:45
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