謝同學
2023-05-11 14:00mock第一套題的Yua Takahski Case Scenario,The contract is priced per troy ounce. Most recently, a position that was entered at $23.865 was closed at $23.720 and rolled into a new contract at $23.785.第3題計算一個月的總收益,我覺得答案有問題,在計算price return時,分母不是應該為previous price 23.865?而官網(wǎng)給的答案計算roll return和price return的分母都是取的23.72?這個和它們的公式不一致吧?
所屬:CFA Level II > Alternative Investments 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Johnny助教
2023-05-12 00:06
該回答已被題主采納
同學你好,協(xié)會官網(wǎng)題這邊是有問題,price return的分母應該是23.865才對,這邊他答案給錯了
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回復Johnny:希望考試不要有這種情況!
