2020年CFA考试《CFA三级》章节练习题精选
2020年CFA考试《CFA三级》考试共题，分为。小编为您整理Risk Management Applications of Derivatives5道练习题，附答案解析，供您备考练习。
1、【单选题】
A.690
B.728
C.767
正确答案:B
答案解析:B is correct. The increase in the bond allocation in the fund from 20% ($100 million) to 40%
2、【单选题】
A.13.
B.20.
C.27.
正确答案:B
答案解析:B is correct. The target beta is 0.80 and the dollar value of the portfolio is $13,350,000. Multiply
3、The number of IGBVL futures contracts needed to establish the position recommended by Mamani for Huanca is closest to:【单选题】
A.46.
B.43.
C.49.
正确答案:B
答案解析:
4、【单选题】
A.62
B.204
C.227
正确答案:C
答案解析:C is correct. The reduction in the stock allocation in the fund from 70% ($350 million) to 50%
5、【单选题】
A.0.066%.
B.2.130%.
C.2.196%.
正确答案:B
答案解析:B is correct. Assuming that interest parity holds, if Gide uses a six-month forward to convert the