weaverbirdllm/famma · Datasets at Hugging Face

0

english_1_1_r2

Buyers and sellers plan to trade a certain product. If the transaction is completed, the final price of the product will be p dollars. Initially, both the buyer's and the seller's valuation of the product are 0 dollars. The seller can choose to invest c dollars, thereby increasing the buyer's valuation of the product to v dollars (but this does not change the seller's valuation of the product; for the seller, the product's value remains 0 dollars). However, when deciding whether to invest, the seller does not know whether the buyer will subsequently purchase the product. Similarly, when the buyer decides whether to pay p dollars to purchase the product, they do not know whether the seller has already invested in the product. Assume the conditions: v > p > c > 0. The following table shows the payoff matrix of the game, where I, II, III, and IV represent the target cells. The numbers in parentheses indicate the respective payoffs: (buyer payoff, seller payoff). <image_1>

What should be filled in the cell marked I and II, respectively

null

Not supported with pagination yet

table

Y2VsbCBJOiAodi1wLHAtYyksICAgY2VsbCBJSTogKC1wLHAp

V2hlbiB0aGUgc2VsbGVyIGludmVzdHMsIHRoZSBidXllcuKAmXMgdmFsdWF0aW9uIGlzIHYuIElmIHRoZSBidXllciB0aGVuIGJ1eXMgYXQgcHJpY2UgcCwgdGhlIGJ1eWVy4oCZcyBwYXlvZmYgaXMgdiAtIHAsIGFuZCB0aGUgc2VsbGVy4oCZcyBwYXlvZmYgaXMgcCAtIGMu

easy

open question

economics

english

1

0

Not supported with pagination yet

release_livepro

1

english_1_2_r2

nan

What should be filled in the cell marked III and IV, respectively

null

Not supported with pagination yet

table

Y2VsbCBJSUk6ICgwLC1jKSwgY2VsbCBJVjogKDAsIDAp

SWYgdGhlIHNlbGxlciBkb2VzIG5vdCBpbnZlc3QsIHRoZSBidXllcuKAmXMgdmFsdWF0aW9uIHJlbWFpbnMgMC4gQnV5aW5nIGF0IHByaWNlIHAgeWllbGRzIHRoZSBidXllciBhIHBheW9mZiBvZiAtcCwgYW5kIHRoZSBzZWxsZXIgYSBwYXlvZmYgb2YgcC4=

easy

open question

economics

english

1

2

0

Not supported with pagination yet

release_livepro

2

english_1_3_r2

nan

Does this product transaction have a strictly dominant strategy? If there is, please specify; if not, please reply with "no.". A strictly dominant strategy is one where, regardless of the opponent's strategy, there is always one strategy that yields a better payoff for the player.

null

Not supported with pagination yet

table

WWVzLCB0aGUgc2VsbGVyJ3Mgc3RyaWN0bHkgZG9taW5hbnQgc3RyYXRlZ3kgaXMgbm90IHRvIGludmVzdC4=

SWYgdGhlIHNlbGxlciBpbnZlc3RzLCByZWdhcmRsZXNzIG9mIHdoZXRoZXIgdGhlIGJ1eWVyIHB1cmNoYXNlcyB0aGUgcHJvZHVjdCwgdGhlIHNlbGxlcidzIHBheW9mZiB3aWxsIGFsd2F5cyBiZSBsZXNzIHRoYW4gdGhlIHBheW9mZiBvYnRhaW5lZCBieSBub3QgaW52ZXN0aW5nLg==

medium

open question

economics

english

1

3

0

Not supported with pagination yet

release_livepro

3

english_1_4_r2

nan

Does this product transaction have a strictly dominated strategy? If there is, please specify; if not, please reply with "no.". A strictly dominated strategy is one where, regardless of the opponent's strategy, it always yields a worse payoff than another strategy for the player.

null

Not supported with pagination yet

table

WWVzLCB0aGUgc2VsbGVyJ3Mgc3RyaWN0bHkgZG9taW5hdGVkIHN0cmF0ZWd5IGlzIHRvIGludmVzdC4=

SWYgdGhlIHNlbGxlciBkb2VzIG5vdCBpbnZlc3QgYW5kIHRoZSBidXllciBkb2VzIG5vdCBidXksIG5vIG1vbmV5IGNoYW5nZXMgaGFuZHMuIEJvdGggcGFydGllcyByZWNlaXZlIGEgcGF5b2ZmIG9mIDAu

medium

open question

economics

english

1

4

0

Not supported with pagination yet

release_livepro

4

english_1_5_r2

nan

By iteratively eliminating strictly dominated strategies, will the seller eventually invest in the product, and will the buyer purchase the product

null

Not supported with pagination yet

table

VGhlIHNlbGxlciBkb2VzIG5vdCBpbnZlc3QsIGFuZCB0aGUgYnV5ZXIgZG9lcyBub3QgYnV5Lg==

VGhlIGJ1eWVyIGFzc3VtZXMgdGhlIHNlbGxlciBpcyByYXRpb25hbCBhbmQgdGhlcmVmb3JlIGtub3dzIHRoZSBzZWxsZXIgd2lsbCBlbGltaW5hdGUgdGhlIHN0cmF0ZWd5IG9mIGludmVzdGluZyBhbmQgd2lsbCBub3QgaW52ZXN0LiBDb25zZXF1ZW50bHksIHRoZSBidXllciBjaG9vc2VzIG5vdCB0byBidXkuIFVsdGltYXRlbHksIHRoZSByZW1haW5pbmcgc3RyYXRlZ2llcyBhcmU6IHRoZSBzZWxsZXIgZG9lcyBub3QgaW52ZXN0LCBhbmQgdGhlIGJ1eWVyIGRvZXMgbm90IGJ1eS4=

medium

open question

economics

english

1

5

0

Not supported with pagination yet

release_livepro

5

english_2_1_r2

On October 15, 2023, XXX Copper Plant and YYY Aluminum Plant reached a commodity swap cooperation agreement. According to the terms of the agreement, the two parties will conduct an equivalent exchange over a period of 5 months. Specifically, from November 2023 to March 2024, on the 15th of each month, XXX Copper Plant will deliver 10 tons of refined copper to YYY Aluminum Plant, while YYY Aluminum Plant will provide 35 tons of aluminum to XXX Copper Plant as an equivalent exchange. The table below shows the current quotes for each contract. The last four digits of the contract name represent the delivery month of the futures contract, e.g., '2312' represents delivery in December 2023. Assume the delivery date is the 15th of the delivery month. (Considering the time value of money, assume the risk-free annual interest rate is 1.8% from January to May.) <image_1>

Is this swap agreement fair? If yes, please return 0, If not, assuming XXX Copper Plant still delivers 10 tons of copper per month, how many tons of aluminum should YYY Aluminum Plant deliver each month to make it fair? Round the result to four decimal places.

null

Not supported with pagination yet

table

Tm8sIDM1LjE1MjUgVG9u

V2hlbiBjb21wYXJpbmcgbW9udGhseSBmdXR1cmVzIHByaWNlcyBmcm9tIE5vdmVtYmVyIDIwMjMgdG8gTWFyY2ggMjAyNCwgdGhlIGF2ZXJhZ2UgcmF0aW8gc3VnZ2VzdHMgYXJvdW5kIDM1LjE1IHRvbnMgb2YgYWx1bWludW0gYXJlIG5lZWRlZCBmb3IgZXZlcnkgMTAgdG9ucyBvZiBjb3BwZXIgdG8gbWF0Y2ggdmFsdWVzLiBEZWxpdmVyaW5nIDM1IHRvbnMgaXMgc2xpZ2h0bHkgbGVzcywgc28gdGhlIHN3YXAgaXMgbm90IHBlcmZlY3RseSBiYWxhbmNlZC4=

medium

open question

derivatives

english

2

1

Not supported with pagination yet

release_livepro

6

english_3_1_r2

The following three figures (cut into three sections in chronological order) show the historical net value change curves of the two funds. <image_1> <image_2> <image_3>. For the following questions, assume returns are calculated using the logarithmic method and there are 250 trading days per year. Round all results to four decimal places.

What is the daily average return of Fund 1?

null

Not supported with pagination yet

table

LTAuMDAwNQ==

VGhlIGRhaWx5IGxvZyByZXR1cm5zIGZvciBGdW5kIDEgd2VyZSBjb21wdXRlZCBieSB0YWtpbmcgdGhlIG5hdHVyYWwgbG9nYXJpdGhtIG9mIHRoZSByYXRpbyBvZiBjb25zZWN1dGl2ZSBuZXQgdmFsdWVzLiBTdW1taW5nIHRoZXNlIGRhaWx5IGxvZyByZXR1cm5zIGFuZCBkaXZpZGluZyBieSB0aGUgdG90YWwgbnVtYmVyIG9mIG9ic2VydmF0aW9ucyBnaXZlcyBhbiBhdmVyYWdlIG9mIGFwcHJveGltYXRlbHkgLTAuMDAwNS4gVGhpcyBpbmRpY2F0ZXMgdGhhdCBGdW5kIDHigJlzIG5ldCB2YWx1ZSBkZWNsaW5lZCBzbGlnaHRseSBvbiBhdmVyYWdlIGVhY2ggdHJhZGluZyBkYXkgZHVyaW5nIHRoZSBzYW1wbGUu

medium

open question

portfolio management

english

3

1

Not supported with pagination yet

release_livepro

7

english_3_2_r2

nan

What is the standard deviation of daily returns of Fund 2?

null

Not supported with pagination yet

table

MC4wMTc1

QWZ0ZXIgY2FsY3VsYXRpbmcgZWFjaCBkYXnigJlzIGxvZyByZXR1cm4gZm9yIEZ1bmQgMiwgd2UgY29tcHV0ZWQgdGhlIHNhbXBsZSBzdGFuZGFyZCBkZXZpYXRpb24uIEZpcnN0IHdlIGZvdW5kIHRoZSBtZWFuIG9mIGFsbCBkYWlseSBsb2cgcmV0dXJucywgdGhlbiBjYWxjdWxhdGVkIHRoZSBzdW0gb2Ygc3F1YXJlZCBkZXZpYXRpb25zIGZyb20gdGhlIG1lYW4sIGRpdmlkZWQgYnkgKG7iiJIxKSwgYW5kIHRvb2sgdGhlIHNxdWFyZSByb290LiBUaGlzIHlpZWxkZWQgYXBwcm94aW1hdGVseSAwLjAxNzUu

medium

open question

portfolio management

english

3

2

1

Not supported with pagination yet

release_livepro

8

english_3_3_r2

nan

Given an annual risk-free rate of 0.05%, what is the annual Sortino ratio of Fund 1's performance?

null

Not supported with pagination yet

table

LTEuMDM4OA==

VG8gZ2V0IHRoZSBhbm51YWwgU29ydGlubyByYXRpbyBmb3IgRnVuZCAxLCB3ZSBhbm51YWxpemVkIHRoZSBkYWlseSBhdmVyYWdlIGxvZyByZXR1cm4gYW5kIGNvbnZlcnRlZCBpdCB0byBhbiBhbm51YWwgcmV0dXJuLiBXZSBzdWJ0cmFjdGVkIHRoZSBhbm51YWwgMC4wNSUgcmlzay1mcmVlIHJhdGUgYW5kIGRpdmlkZWQgYnkgdGhlIGFubnVhbGl6ZWQgZG93bnNpZGUgZGV2aWF0aW9uIG9mIG5lZ2F0aXZlIGRhaWx5IHJldHVybnMuIA==

medium

open question

portfolio management

english

3

1

Not supported with pagination yet

release_livepro

9

english_3_4_r2

nan

Given an annual risk-free rate of 0.03%, what is the daily sortino ratio of Fund 1's performance?

null

Not supported with pagination yet

table

LTAuMDY1Ng==

Rm9yIHRoZSBkYWlseSBTb3J0aW5vIHJhdGlvLCB0aGUgZGFpbHkgcmlzay1mcmVlIHJhdGUgaXMgc28gc21hbGwgKDAuMDMlLzI1MCkgdGhhdCBpdCBiYXJlbHkgYWZmZWN0cyB0aGUgY2FsY3VsYXRpb24uIFdlIHRvb2sgRnVuZCAx4oCZcyBhdmVyYWdlIGRhaWx5IGxvZyByZXR1cm4gbWludXMgdGhpcyB0aW55IGRhaWx5IHJpc2stZnJlZSByYXRlLCB0aGVuIGRpdmlkZWQgYnkgdGhlIGRhaWx5IGRvd25zaWRlIHN0YW5kYXJkIGRldmlhdGlvbi4gVGhlIHJlc3VsdCBpcyBhcHByb3hpbWF0ZWx5IC0wLjA2NTYu

hard

open question

portfolio management

english

3

4

1

Not supported with pagination yet

release_livepro

10

english_3_5_r2

nan

Given an annual risk-free rate of 0.01%, what is the annual Sharpe ratio of Fund 2's performance?

null

Not supported with pagination yet

table

LTAuNzU3Ng==

V2UgYW5udWFsaXplZCBGdW5kIDLigJlzIGF2ZXJhZ2UgZGFpbHkgbG9nIHJldHVybiBhbmQgc3VidHJhY3RlZCB0aGUgYW5udWFsIHJpc2stZnJlZSByYXRlIG9mIDAuMDElLiBOZXh0LCB3ZSBjb21wdXRlZCB0aGUgYW5udWFsaXplZCB2b2xhdGlsaXR5IGJ5IG11bHRpcGx5aW5nIHRoZSBkYWlseSBzdGFuZGFyZCBkZXZpYXRpb24gYnkgdGhlIHNxdWFyZSByb290IG9mIDI1MC4gVGhlIFNoYXJwZSByYXRpbyBpcyB0aGUgYW5udWFsIGV4Y2VzcyByZXR1cm4gZGl2aWRlZCBieSB0aGUgYW5udWFsaXplZCB2b2xhdGlsaXR5LCB3aGljaCBpcyBhYm91dCAtMC43NTc2Lg==

medium

open question

portfolio management

english

3

5

1

Not supported with pagination yet

release_livepro

11

english_3_6_r2

nan

Using historical method, what is daily VaR of Fund 2' returns at a 99% confidence level?

null

Not supported with pagination yet

table

LTAuMDMwMQ==

VXNpbmcgdGhlIGhpc3RvcmljYWwgZGFpbHkgbG9nIHJldHVybnMgb2YgRnVuZCAyLCB3ZSBzb3J0ZWQgdGhlbSBmcm9tIHdvcnN0IHRvIGJlc3QuIEF0IHRoZSA5OSUgY29uZmlkZW5jZSBsZXZlbCB3aXRoIDU5IGRhdGEgcG9pbnRzLCB3ZSB0YWtlIHRoZSBzaW5nbGUgbW9zdCBleHRyZW1lIGxvc3MuIFRoYXQgbG9zcyBpcyByb3VnaGx5IDMuMDMlLiBIZW5jZSwgdGhlIGRhaWx5IFZhUiBhdCA5OSUgaXMgYWJvdXQgLTAuMDMwMy4=

hard

open question

portfolio management

english

3

6

1

Not supported with pagination yet

release_livepro

12

english_4_1_r2

Refer to the notation in <image_1>. The starting time it $t=0$ with initial forward price $F_0$.

Which one of the statement is correct about the lognormal assumption of forward rate

[ "A. Because $F_t$ is a martingale under $Q$, we assume $dF_t = \\sigma d W_t$", "B. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma d W^T_t$", "C. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma F_t d W^T_t$", "D. Because $F_t$ is a martingale under $Q$, we assume $dF_t = dt + \\sigma d W_t$" ]

Not supported with pagination yet

screenshot

Qw==

VW5kZXIgYSBsb2dub3JtYWwgZnJhbWV3b3JrLCB0aGUgZm9yd2FyZCByYXRlIGlzIGFzc3VtZWQgdG8gZm9sbG93IGEgZ2VvbWV0cmljIEJyb3duaWFuIG1vdGlvbiB1bmRlciB0aGUgZm9yd2FyZCBtZWFzdXJlIFFeVCwgbGVhZGluZyB0byBkRl90ID0gz4MgRl90IGRXXlRfdC4gVGhpcyBlbnN1cmVzIHRoYXQgRl90IHJlbWFpbnMgYSBtYXJ0aW5nYWxlIHVuZGVyIFFeVCB3aXRoIGEgcHJvcG9ydGlvbmFsIHZvbGF0aWxpdHkgdGVybS4=

easy

multiple-choice

derivatives

english

4

1

0

Not supported with pagination yet

release_livepro

13

english_4_2_r2

nan

Under the lognormal assumption, using $E$ denote the expectation, along with the notations in the context, the call option price at time $t$ can be written as $X* E max(F_T - K, 0)$, which one of the following statement is correct

[ "A. $X=DF(t, T)$ and the expectation is under the measure $Q$", "B. $X=DF(t, T)$ and the expectation is under the measure $Q^T$", "C. $X=exp(r_t * T)$ and the expectation is under the measure $Q^T$", "D. $X=DF(T, T)$ and the expectation is under the measure $Q^T$" ]

Not supported with pagination yet

screenshot

Qg==

V2hlbiBwcmljaW5nIGEgY2FsbCBvcHRpb24gb24gdGhlIGZvcndhcmQsIHdlIGRpc2NvdW50IGJ5IERGKHQsVCkgYW5kIGV2YWx1YXRlIHRoZSBleHBlY3RhdGlvbiB1bmRlciB0aGUgZm9yd2FyZCBtZWFzdXJlIFFeVC4gVGhpcyBpcyBiZWNhdXNlIHRoZSBmb3J3YXJkIHByaWNlIGlzIGEgbWFydGluZ2FsZSB1bmRlciBRXlQsIGFuZCBERih0LFQpIGFjY291bnRzIGZvciBkaXNjb3VudGluZyBmcm9tIFQgYmFjayB0byB0Lg==

easy

multiple-choice

derivatives

english

4

2

0

Not supported with pagination yet

release_livepro

14

english_4_3_r2

nan

If we define a new probability $\widehat{Q}$ shown in <image_2>, denote $\widehat{W}_t$ as the brownian motion under $\widehat{Q}$, then express $F_T$ as a process driven by $ \widehat{W}$ with its initial price $F_0$.

null

Not supported with pagination yet

screenshot

JEZfVD1GXzAgXGV4cHtcZnJhY3tcc2lnbWFeMiBUfXsyfSArIFxzaWdtYSAqIFx3aWRlaGF0e1d9X1R9JA==

VW5kZXIgdGhlIG5ldyBtZWFzdXJlIFHMgiwgdGhlIEdpcnNhbm92IHNoaWZ0IGFkZHMgYSBkcmlmdCB0ZXJtIHRvIHRoZSBTREUuIElmIHdlIGRlZmluZSDhuoZfdCBhcyBCcm93bmlhbiBtb3Rpb24gdW5kZXIgUcyCLCB0aGVuIEZfdCBzb2x2ZXMgZEZfdCA9IM+DIEZfdCBk4bqGX3QgKyDCvSDPg8KyIEZfdCBkdC4gSXRzIGNsb3NlZC1mb3JtIHNvbHV0aW9uIGF0IHRpbWUgVCwgc3RhcnRpbmcgZnJvbSBGXzAsIGlzIEZfMCBleHAoz4Mg4bqGX1QgKyDCvSDPg8KyIFQpLg==

hard

open question

derivatives

english

4

3

0

Not supported with pagination yet

release_livepro

15

english_4_4_r2

nan

Under the assumption of lognormal volatility of forward rate, derive the result of the expectation $E^T(max(F_T-K, 0)$ at time $t=0$ under measure $Q^T$

null

Not supported with pagination yet

screenshot

JEZfMCBOKGRfeyt9KS1LIE4oZF97LX0pJCwgd2hlcmUgJGRfeyt9ID0gXGZyYWN7XGxuKEZfMCAvIEspICsgXGZyYWN7XHNpZ21hXjIgVH17Mn19e1xzaWdtYSBcc3FydHtUfX0sIFxxdWFkIGRfey19ID0gZF97K30gLSBcc2lnbWEgXHNxcnR7VH0k

VW5kZXIgYSBsb2dub3JtYWwgYXNzdW1wdGlvbiwgRl9UIGZvbGxvd3MgYSBnZW9tZXRyaWMgQnJvd25pYW4gbW90aW9uIHVuZGVyIFFeVC4gVGhlIGV4cGVjdGVkIHBheW9mZiBvZiBhIGNhbGwgb3B0aW9uIGluIHRoZSBmb3J3YXJkIG1lYXN1cmUgaXMgZ2l2ZW4gYnkgdGhlIEJsYWNrIGZvcm11bGE6IEVeVFsoRl9U4oiSSynigbpdID0gRl8wIE4oZOKCgSkg4oiSIEsgTihk4oKCKSwgd2hlcmUgZOKCgSBhbmQgZOKCgiBhcmUgc3RhbmRhcmQgQmxhY2sgdGVybXMu

hard

open question

derivatives

english

4

0

Not supported with pagination yet

release_livepro

16

english_4_5_r2

nan

which statement is correct about the normal volatility assumption of forward rate

[ "A. Because $F_t$ is a martingale under $Q$, we assume $dF_t = \\sigma d W_t$", "B. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma d W^T_t$", "C. Because $F_t$ is a martingale under $Q^T$, we assume $dF_t = \\sigma F_t d W^T_t$", "D. Because $F_t$ is a martingale under $Q$, we assume $dF_t = dt + \\sigma d W_t$" ]

Not supported with pagination yet

screenshot

Qg==

SW4gdGhlIG5vcm1hbCBmb3J3YXJkIHJhdGUgbW9kZWwgKEJhY2hlbGllciksIHRoZSBmb3J3YXJkIGlzIGEgbWFydGluZ2FsZSB1bmRlciB0aGUgZm9yd2FyZCBtZWFzdXJlIFFeVCwgYW5kIGl0cyBkeW5hbWljcyBhcmUgZEZfdCA9IM+DIGRXXlRfdCB3aXRoIGNvbnN0YW50IHZvbGF0aWxpdHkgz4MgYW5kIHplcm8gZHJpZnQgdW5kZXIgUV5ULg==

easy

multiple-choice

derivatives

english

4

5

0

Not supported with pagination yet

release_livepro

17

english_4_6_r2

nan

Under the normal volatility assumption of forward rate, derive the result of the expectation $E^T(max(F_T-K, 0)$ at time $t=0$ under measure $Q^T$

null

Not supported with pagination yet

screenshot

XGZyYWN7XHNpZ21hIFxzcXJ0e1R9fXtcc3FydHsyIFxwaX19IGVeey1cZnJhY3tkXjJ9ezJ9fSArIChGXzAgLSBLKSgxIC0gTihkKSksIHdoZXJlICRkID0gXGZyYWN7SyAtIEZfMH17XHNpZ21hIFxzcXJ0e1R9fSQK

hard

open question

derivatives

english

4

6

0

Not supported with pagination yet

release_livepro

18

english_4_7_r2

nan

Under the normal volatility assumption of forward rate, using $\sigma_{A}$ to denote the volatility of ATM call option, then express the price of the ATM call option at time $t<T$ as a function of $\sigma_{A}$

null

Not supported with pagination yet

screenshot

JERGKHQsVCkgXHNpZ21hX3tBfSAqXHNxcnR7KFQtdCl9LyBcc3FydHsyKlxwaX0gJA==

hard

open question

derivatives

english

4

7

0

Not supported with pagination yet

release_livepro

19

english_5_1_r2

In the given code block for the Black formula applied to swaptions (referenced as <image_1>),

what code should be inserted at line 14, currently indicated as <ans_1> in the figure?

null

Not supported with pagination yet

screenshot

ZGYgKiBtYXgoKGZ3ZCAtIGspICogb3B0aW9uX3R5cGUsIDAuMCk=

V2hlbiBzaWdtYSBlcXVhbHMgMCwgdGhlIG9wdGlvbiBiZWhhdmVzIGxpa2UgYSBmb3J3YXJkIGNvbnRyYWN0IGF0IG1hdHVyaXR5LiBGb3IgYSBjYWxsLCBpZiBmd2QgZXhjZWVkcyBrLCB0aGUgcGF5b2ZmIGlzIGZ3ZCDiiJIgazsgb3RoZXJ3aXNlIGl0IGlzIHplcm8uIEZvciBhIHB1dCwgaWYgayBleGNlZWRzIGZ3ZCwgdGhlIHBheW9mZiBpcyBrIOKIkiBmd2Q7IG90aGVyd2lzZSB6ZXJvLiBNdWx0aXBseWluZyBieSBkZiBnaXZlcyB0aGUgcHJlc2VudCB2YWx1ZS4=

easy

open question

fixed income

english

5

1

0

Not supported with pagination yet

release_livepro

20

english_5_2_r2

nan

what code should be inserted at line 19, currently indicated as <ans_2> in the figure?

null

Not supported with pagination yet

screenshot

ZGYgKiBvcHRpb25fdHlwZSAqIChmd2QgKiBuZDEgLSBrICogbmQyKQ==

VGhlIEJsYWNrIGZvcm11bGEgZm9yIGEgY2FsbCBpcyBkZiDDlyBbZndkIMOXIM6mKGQxKSDiiJIgayDDlyDOpihkMildOyBmb3IgYSBwdXQsIHRoZSBzaWduIGlzIHJldmVyc2VkLiBNdWx0aXBseWluZyBieSBvcHRpb25fdHlwZSBhbmQgdXNpbmcgbm9ybS5jZGYob3B0aW9uX3R5cGUgw5cgZDEpIGNvbnNvbGlkYXRlcyBib3RoIGNhc2VzLg==

easy

open question

fixed income

english

5

2

0

Not supported with pagination yet

release_livepro

21

english_5_3_r2

nan

what code should be inserted at line 31, currently indicated as <ans_3> in the figure?

null

Not supported with pagination yet

screenshot

ZGYgKiBvcHRpb25fdHlwZSAqIG1heCgxLjAgKiBtYXRoLmNvcHlzaWduKDEsIChmd2QgLSBrKSAqIG9wdGlvbl90eXBlKSwgMC4wKQ==

V2hlbiBzaWdtYSBpcyB6ZXJvLCB0aGUgZGVsdGEgb2YgYSBjYWxsIGlzIGRmIGlmIHRoZSBmb3J3YXJkIGlzIGFib3ZlIHRoZSBzdHJpa2UgKGZ1bGx5IGluIHRoZSBtb25leSkgYW5kIDAgb3RoZXJ3aXNlLiBGb3IgYSBwdXQsIHRoZSBkZWx0YSBpcyDiiJJkZiBpZiB0aGUgc3RyaWtlIGlzIGFib3ZlIHRoZSBmb3J3YXJkIGFuZCAwIG90aGVyd2lzZS4=

easy

open question

fixed income

english

5

3

0

Not supported with pagination yet

release_livepro

22

english_5_4_r2

nan

what code should be inserted at line 33, currently indicated as <ans_4> in the figure?

null

Not supported with pagination yet

screenshot

b3B0aW9uX3R5cGUgKiBub3JtLmNkZihvcHRpb25fdHlwZSAqIGQxKSAqIGRm

VW5kZXIgdGhlIHN0YW5kYXJkIEJsYWNrIG1vZGVsLCB0aGUgZGVsdGEgb2YgYSBjYWxsIGlzIGRmIMOXIE4oZDEpLiBGb3IgYSBwdXQsIGl0IGJlY29tZXMg4oiSZGYgw5cgTijiiJJkMSkuIEluY2x1ZGluZyBvcHRpb25fdHlwZSB1bmlmaWVzIGJvdGggY2FzZXMu

medium

open question

fixed income

english

5

4

0

Not supported with pagination yet

release_livepro

23

english_5_5_r2

nan

Under what case will function "black_price" be broken, add a code block to fix it

null

Not supported with pagination yet

screenshot

aWYgayA9PSAwOgogICAgICAgIHJldHVybiBmd2QgKiBkZiBpZiBvcHRpb25fdHlwZSA9PSAxIGVsc2UgMA==

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

hard

open question

fixed income

english

5

0

Not supported with pagination yet

release_livepro

24

english_5_6_r2

nan

Under what case will function "compute_delta" be broken, add a code block to fix it

null

Not supported with pagination yet

screenshot

aWYgayA9PSAwOgogICAgICAgIHJldHVybiBkZiBpZiBvcHRpb25fdHlwZSA9PSAxIGVsc2UgMA==

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

hard

open question

fixed income

english

5

6

0

Not supported with pagination yet

release_livepro

25

english_6_1_r2

Consider the following FX quotes offered by two dealers, A and B. The forward quotes are in forward points. <image_1>. Round all numerical results to four decimal places in the following questions.

Is there any arbitrage opportunities on EURUSD spot?

[ "A. No", "B. one can earn 0.008 USD per EUR traded", "C. one can earn 0.0007 USD per EUR traded", "D. one can earn 0.0007 EUR per USD traded", "E. one can earn 0.0087 USD per EUR traded", "F. None of the above" ]

Not supported with pagination yet

table

Qw==

QnV5IDEgRXVybyBmb3IgMS4wMzk4IFVTRCBmcm9tIERlYWwgQiBhbmQgc2VsbCBpdCB0byBEZWFsIEEgYXQgMS4wNDA1LCBnZXR0aW5nIDAuMDAwNyBVU0QgcGVyIEVVUiB0cmFkZWQu

medium

multiple-choice

fixed income

english

6

1

Not supported with pagination yet

release_livepro

26

english_6_2_r2

nan

Is there any arbitrage opportunities on USDCHF spot?

[ "A. No", "B. one can earn 0.0015 CHF per USD traded", "C. one can earn 0.0005 CHF per USD traded", "D. one can earn 0.0005 USD per CHF traded", "E. one can earn 0.0009 USD per CHF traded", "F. None of the above" ]

Not supported with pagination yet

table

Qg==

QnV5IDEgVVNEIGF0IDAuOTEwNSBDSEYgZnJvbSBEZWFsIEEgYW5kIHNlbGwgaXQgdG8gRGVhbCBCIGF0IDAuOTEyIENIRiwgZ2V0dGluZyAwLjAwMTUgQ0hGIHBlciBVU0QgdHJhZGVkLg==

medium

multiple-choice

fixed income

english

6

2

1

Not supported with pagination yet

release_livepro

27

english_6_3_r2

nan

what is the implied cross rate EURCHF from dealer A's quote in bid/ask form?

null

Not supported with pagination yet

table

RVVSQ0hGIEJpZC9hc2sgMC45NDQ4IC8gMC45NTIy

YmlkID0gRVVSVVNEIGJpZCAqIFVTRENIRiBiaWQsIGFzayA9IEVVUlVTRCBhc2sgKiBVU0RDSEYgYXNr44CCIE11bHRpcGx5IERlYWxlciBBJ3MgRVVSVVNEICgxLjA0MDUgLyAxLjA0NTgpIGJ5IFVTRENIRiAoMC45MDgxIC8gMC45MTA1KS4gQmlkIGlzIDEuMDQwNSDDlyAwLjkwODEsIGFuZCBhc2sgaXMgMS4wNDU4IMOXIDAuOTEwNS4=

hard

open question

fixed income

english

6

3

1

Not supported with pagination yet

release_livepro

28

english_6_4_r2

nan

Is there any triangular arbitrage opportunities between Deal A and B on EURCHF? If yes, please specify how to arbitrage, if no please respond 'no'.

null

Not supported with pagination yet

table

Tm8=

Q29tcGFyaW5nIHRoZSBkaXJlY3QgRVVSQ0hGIHF1b3RlIGZyb20gRGVhbGVyIEIgd2l0aCB0aGUgaW1wbGllZCBjcm9zcyBmcm9tIERlYWxlciBBIHNob3dzIG5vIHJhdGUgbWlzbWF0Y2ggdGhhdCB5aWVsZHMgYSBwcm9maXQsIHNvIHRoZXJlIGlzIG5vIHRyaWFuZ3VsYXIgYXJiaXRyYWdlLg==

medium

open question

fixed income

english

6

4

1

Not supported with pagination yet

release_livepro

29

english_6_5_r2

nan

What is the 1M EURUSD quote from Dealer A, formatted the same way as the spot rate?

null

Not supported with pagination yet

table

QmlkLyBBc2sgOiAxLjA0MTcgLyAxLjA0NzI=

RGVhbGVyIEEncyBmb3J3YXJkIHBvaW50cyBhcmUgMTIuMDAwMCAvIDEzLjUwMDAsIGludGVycHJldGVkIGFzIDAuMDAxMiAvIDAuMDAxMzUsIGFkZGVkIHRvIHRoZSBzcG90IDEuMDQwNSAvIDEuMDQ1OCB0byBnZXQgMS4wNDE3IC8gMS4wNDcyLg==

easy

open question

fixed income

english

6

5

1

Not supported with pagination yet

release_livepro

30

english_6_6_r2

nan

What is the average annual forward premium on 1M EURUSD from Dealer A (Round the results to four decimals)

null

Not supported with pagination yet

table

MS40NyU=

VXNpbmcgdGhlIG1pZCByYXRlcyBvZiBzcG90IGFuZCBmb3J3YXJkLCB0aGUgbW9udGhseSBwcmVtaXVtIGlzIGRpdmlkZWQgYnkgdGhlIHNwb3QgYW5kIGFubnVhbGl6ZWQgYnkgbXVsdGlwbHlpbmcgYnkgdHdlbHZlLCByZXN1bHRpbmcgaW4gYXBwcm94aW1hdGVseSAwLjAxNDcuICAgZm9ybXVsYSBpcyAoMTIrMTMuNSkvMi8xMDAwMC8oKDEuMDQwNSsxLjA0NTgpLzIpKjEy

easy

open question

fixed income

english

6

1

Not supported with pagination yet

release_livepro

31

english_7_1_r2

Consider the option position in <image_1>. Round all numerical results to four decimal places in the following questions.

Assuming no transaction cost, what is the implied volatility of this call option?

null

Not supported with pagination yet

table

MC4xMDM5

VXNpbmcgdGhlIEJsYWNrIFNjaG9sZXMgZm9ybXVsYSBhbmQgbWF0Y2hpbmcgdGhlIG1hcmtldCBwcmljZSBvZiA0Ljc4NTQgdW5kZXIgdGhlIGdpdmVuIHNwb3QsIHN0cmlrZSwgcmF0ZSwgYW5kIG1hdHVyaXR5LCB0aGUgaW1wbGllZCB2b2xhdGlsaXR5IGlzIGFwcHJveGltYXRlbHkgMTAuMzkgcGVyY2VudC4gV2Ugc29sdmUgZm9yIHZvbGF0aWxpdHkgYnkgaXRlcmF0aXZlbHkgcGx1Z2dpbmcgZGlmZmVyZW50IHZhbHVlcyBpbnRvIHRoZSBwcmljaW5nIGZvcm11bGEgdW50aWwgdGhlIHRoZW9yZXRpY2FsIHByaWNlIG1hdGNoZXMgdGhlIG9ic2VydmVkIG9wdGlvbiBwcmljZS4=

easy

open question

derivatives

english

7

1

Not supported with pagination yet

release_livepro

32

english_7_2_r2

nan

Assuming no transaction cost, what is the delta of this call option?

null

Not supported with pagination yet

table

MC43OTY0

easy

open question

derivatives

english

7

2

1

Not supported with pagination yet

release_livepro

33

english_7_3_r2

nan

Given the Greeks in <image_2> for the call option and its corresponding put option, which share the same contract details except for the option type, identify any miscalculations in the table. If there are no errors, leave the response blank; otherwise, specify which Greek(s) is/are incorrect.

null

Not supported with pagination yet

table

dmVnYSBhbmQgdGhldGEgb2YgdGhlIHB1dCBhcmUgd3Jvbmc=

dmVnYSBzaG91bGQgYmUgdGhlIHNhbWUgZm9yIGJvdGggY2FsbCBhbmQgcHV0OyBJVE0gY2FsbCBzaG91bGQgaGF2ZSBsb3dlciB0aGV0YSAoaW4gYWJzb2x1dGUgdmFsdWUpIHRoYW4gT1RNIHB1dC4=

medium

open question

derivatives

english

7

3

0

Not supported with pagination yet

release_livepro

34

english_7_4_r2

nan

How can we construct an option strategy using the call and put options shown in <image_2> to achieve the payoff depicted in <image_3>

null

Not supported with pagination yet

table

c2hvcnQgMSBjYWxsIGFuZCBzaG9ydCAzIHB1dHM=

VGhlIHNsb3BlIG9mIHRoZSByaWdodCBsaW5lIGFuZCB0aGUgcHJvZml0IGF0IHN0cmlrZSA9IDQ1IGluZGljYXRlcyB0aGUgcG9zaXRpb24gY29uc2lzdHMgb2YgdGhyZWUgcHV0cyBpbnN0ZWFkIG9mIG9uZS4=

hard

open question

derivatives

english

7

4

0

Not supported with pagination yet

release_livepro

35

chinese_1_1_r2

买家和卖家计划就某商品进行交易。如果交易达成，商品的成交价为 p 元。起初，该商品对于买家和卖家的价值评估均为 0 元。 <image_1> 卖家可以选择投入 c 元进行投资，从而使买家对该商品的价值评估上升到 v 元（但不会改变卖家对该商品的价值评估，对卖家而言，该商品的价值仍然是 0 元）。然而，卖家在决定是否进行投资时，不知道买家是否会随后购买商品；同样地，买家在决定是否支付 p 元购买商品时，也不知道卖家是否已经对该商品进行了投资。假设条件为：v > p > c > 0。下表展示了博弈的收益矩阵，其中 I, II, III, IV 分别标记了目标单位格，括号内的数字表示对应的收益：（买家收益，卖家收益）。

I 和 II 标记的单元格中应该分别填什么

null

Not supported with pagination yet

table

Y2VsbCBJOiAodi1wLHAtYyksICAgY2VsbCBJSTogKC1wLHAp

5b2T5Y2W5a625oqV6LWE5LiU5Lmw5a626LSt5Lmw5pe277yM5Lmw5a625pS255uK5pivdi1w77yM5Y2W5a625pS255uK5pivcC1j77yb5aaC5p6c5Y2W5a625LiN5oqV6LWE5LiU5Lmw5a626LSt5Lmw77yM5Lmw5a625pS255uK5pivLXDvvIzljZblrrbmlLbnm4rmmK9w44CC

easy

open question

economics

chinese

1

0

Not supported with pagination yet

release_livepro

36

chinese_1_2_r2

nan

III 和 IV 标记的单元格中应该分别填什么

null

Not supported with pagination yet

table

Y2VsbCBJSUk6ICgwLC1jKSwgY2VsbCBJVjogKDAsIDAp

5b2T5Lmw5a625LiN6LSt5Lmw5LiU5Y2W5a625oqV6LWE5pe277yM5Lmw5a625pS255uK5pivMO+8jOWNluWutuaUtuebiuaYry1j77yb6Iul5Y2W5a625LiN5oqV6LWE5LiU5Lmw5a625Lmf5LiN6LSt5Lmw77yM5Y+M5pa55pS255uK5Z2H5Li6MOOAgg==

easy

open question

economics

chinese

1

2

0

Not supported with pagination yet

release_livepro

37

chinese_1_3_r2

nan

该笔商品交易有严格占优策略（Dominant strategy）吗？严格占优策略是指不管对手采取什么策略，对自己来说，总有一种策略选择更为有利。如果有请说明，如果没有请回复没有。

null

Not supported with pagination yet

table

5pyJ77yM5Y2W5a625LiN5oqV6LWE5piv5Lil5qC85Y2g5LyY562W55Wl

5a+55LqO5Y2W5a626ICM6KiA77yM5peg6K665Lmw5a625Lmw5oiW5LiN5Lmw77yM5LiN5oqV6LWE5oC76IO95q+U5oqV6LWE6I635b6X5pu06auY5pS255uK77yb6ICM5Lmw5a6255qE5pyA5LyY5Yaz562W5Y+W5Yaz5LqO5Y2W5a625piv5ZCm5oqV6LWE77yM5pWF5bm25peg5Y2V5LiA5pyA5LyY562W55Wl44CC

medium

open question

economics

chinese

1

3

0

Not supported with pagination yet

release_livepro

38

chinese_1_4_r2

nan

该笔商品交易有严格劣策略（Dominated strategy）吗？严格劣策略是指不管对手策略如何变化，给自己带来的收益总是比另一种策略给自己带来的收益小的策略。如果有请说明，如果没有请回复没有。

null

Not supported with pagination yet

table

5pyJ77yM5Y2W5a625oqV6LWE5piv5Lil5qC85Yqj562W55Wl

5LiN6K665Lmw5a625piv5ZCm6LSt5Lmw77yM5Y2W5a625Zyo5oqV6LWE5pe255qE5pS255uK6YO95bCP5LqO5LiN5oqV6LWE5pe255qE5pS255uK77yM5Zug5q2k4oCc5oqV6LWE4oCd5a+55Y2W5a626ICM6KiA6KKr5Lil5qC85pSv6YWN44CC

medium

open question

economics

chinese

1

4

0

Not supported with pagination yet

release_livepro

39

chinese_1_5_r2

nan

通过重复剔除严格劣策略，最终卖家是否会投资该商品以及买家是否会买入该商品？

null

Not supported with pagination yet

table

5Y2W5a625LiN5oqV6LWE77yM5Lmw5a625LiN5Lmw

5YWI5YmU6Zmk5Y2W5a6255qE5Lil5qC85Yqj562W55Wl4oCc5oqV6LWE4oCd77yM5Ymp5LiL5Y2W5a626YCJ5oup5LiN5oqV6LWE44CC5q2k5pe25Lmw5a6255qE5pyA5LyY5bqU5a+55piv5LiN5Lmw77yM5Zug5q2k5pyA57uI57uT5p6c5piv5Y2W5a625LiN5oqV6LWE44CB5Lmw5a625LiN5Lmw44CC

medium

open question

economics

chinese

1

5

0

Not supported with pagination yet

release_livepro

40

chinese_2_1_r2

2023年10月15日，XXX铜厂与YYY铝厂达成商品互换合作协议。根据协议条款，双方将开展为期5个月的等价交换。具体而言，自2023年11月起至2024年3月止，每月15日，XXX铜厂向YYY铝厂交付10吨精炼铜，同时YYY铝厂向XXX铜厂提供35吨铝作为对等交换。下表为当前各个合约的报价。合约名称最后四个数字表示期货合约的交割月份，比如 ”2312“ 表示 23年12月交割。假设交割日为交割月份的15日。（考虑货币的时间价值，假设1-5月无风险年利率全部等于1.8%)。 <image_1>

该互换合约是否公允？如果你认为该合约是公允合约的话，请输出0，如果不是公允合约的话，XXX铜厂同样每月支付10吨铜，YYY铝厂应支付多少吨铝才公平？结果保留四位小数

null

Not supported with pagination yet

table

5ZCm44CCIDM1LjE1MjXlkKjjgII=

6YCa6L+H5a+55LqU5Liq5pyI55qE5pyf6LSn5Lu35qC85oqY546w6K6h566X5Y+v55+l77yM6ZOc5oC7546w5YC855Wl6auY5LqO6ZOd5oC7546w5YC877yM5beu6Led57qm5Li6MC40NiXjgILlm6DmraTopoHkvb/lkIjnuqblhazlhYHvvIznu7TmjIHmr4/mnIgxMOWQqOmTnOS4jeWPmO+8jFlZWemTneWOguW6lOavj+aciOS6pOS7mOe6pjM1LjE1MjXlkKjpk53vvIzmiY3og73kvb/lj4zmlrnnmoTnjrDlgLznm7jnrYnjgII=

medium

open question

derivatives

chinese

2

1

Not supported with pagination yet

release_livepro

41

chinese_3_1_r2

以下三张图片（按照时间顺序）分别是两个基金的净值收益率表格 <image_1> <image_2> <image_3>。假设我们使用对数收益率，一年共 250个交易日。所有计算结果保留4位小数。

基金1 的日均收益率是多少

null

Not supported with pagination yet

table

LTAuMDAwNQ==

5YWI6YCQ5pel6K6h566X5Z+66YeRMeeahOWvueaVsOaUtuebiueOh2xuKOS7t+agvF90w7fku7fmoLxfKHQtMSkp77yM5bCG5YWo6YOo5Lqk5piT5pel55qE5a+55pWw5pS255uK546H5rGC5bmz5Z2H5bm25L+d55WZ5Zub5L2N5bCP5pWw77yM5Y2z5Y+v5b6X5Ye657uT5p6c44CC

medium

open question

portfolio management

chinese

3

1

Not supported with pagination yet

release_livepro

42

chinese_3_2_r2

nan

基金2 的日均收益率的方差是多少

null

Not supported with pagination yet

table

MC4wMTc1

5Zyo5b6X5Yiw5Z+66YeRMueahOavj+aXpeWvueaVsOaUtuebiueOh+WQju+8jOiuoeeul+WQhOaXpeaUtuebiueOh+S4juWFtuWdh+WAvOS5i+W3rueahOW5s+aWueW5tuaxguW5s+Wdh++8jOWNs+S4uuaWueW3ruOAgg==

medium

open question

portfolio management

chinese

3

2

1

Not supported with pagination yet

release_livepro

43

chinese_3_3_r2

nan

在年化无风险利率为 0.05% 的情况下，基金 1 的年化 Sortino 比率是多少？

null

Not supported with pagination yet

table

LTEuMDM4OA==

5bm05YyWU29ydGlub+avlOeOh+S7pSjml6XluqbmlLbnm4rnjofiiJLml6Dpo47pmanliKnnjofDtzI1MCnnmoTlnYflgLzkuLrliIblrZDvvIzliIbmr43mmK/kuIvooYzmoIflh4blt67nmoTlubTljJblvaLlvI/jgII=

medium

open question

portfolio management

chinese

3

1

Not supported with pagination yet

release_livepro

44

chinese_3_4_r2

nan

在年化无风险利率为 0.03% 的情况下，基金 1 的日度 Sortino 比率是多少？

null

Not supported with pagination yet

table

LTAuMDY1Ng==

5YWI5bCGMC4wMyXlubTljJbovazkuLrml6Xluqbml6Dpo47pmanliKnnjofvvIzlho3nlKgo5pel5bqm5pS255uK546H4oiS5pel5bqm5peg6aOO6Zmp5pS255uK546HKeiuoeeul1NvcnRpbm/nmoTliIblrZDvvIzkuIvooYzmoIflh4blt67ku6Xml6XluqbmlbDmja7msYLlvpfjgII=

hard

open question

portfolio management

chinese

3

4

1

Not supported with pagination yet

release_livepro

45

chinese_3_5_r2

nan

在年化无风险利率为 0.01% 的情况下，基金 2 的年化 Sharpe 比率是多少？

null

Not supported with pagination yet

table

LTAuNzU3Ng==

5bm05YyWU2hhcnBl5q+U546HPSAo5pel5bqm5pS255uK546H5Z2H5YC8w5cyNTDiiJLlubTljJbml6Dpo47pmanliKnnjocpw7co5pel5bqm5pS255uK546H5qCH5YeG5beuw5fiiJoyNTAp44CC5bim5YWl5Z+66YeRMueahOWvueaVsOaUtuebiueOh+WQju+8jOW+l+WIsOe7k+aenA==

medium

open question

portfolio management

chinese

3

5

1

Not supported with pagination yet

release_livepro

46

chinese_3_6_r2

nan

使用历史数值法，基金 2 收益率在99%置信水平下的日VaR是多少？

null

Not supported with pagination yet

table

LTAuMDMwMQ==

5Y6G5Y+y5pWw5YC85rOV5LiL77yM5bCG5Z+66YeRMueahOaUtuebiueOh+S7jumrmOWIsOS9juaOkuW6j++8jOWPluacgOW3rjEl55qE5L2N572u5Y2z5Li6OTkl572u5L+h5rC05bmz55qE5pelVmFS44CC5qC55o2u5pWw5o2u6K6h566X77yM5b6X5Yiw57uT5p6c

hard

open question

portfolio management

chinese

3

6

1

Not supported with pagination yet

release_livepro

47

chinese_4_1_r2

根据图中的变量说明，回答以下问题 <image_1>

关于远期利率对数正态波动率假设，以下哪个陈述是正确的？

[ "A. 因为 $F_t$ 测度 $Q$ 下的鞅, 所以我们可以假设 $dF_t = \\sigma d W_t$", "B. 因为 $F_t$ 是测度 $Q^T$下的鞅, 所以我们可以假设 $dF_t = \\sigma d W^T_t$", "C. 因为 $F_t$ 是测度 $Q^T$下的鞅, 所以我们可以假设 $dF_t = \\sigma F_t d W^T_t$", "D. 因为 $F_t$ 是测度 $Q$下的鞅, 我们可以假设 $dF_t = dt + \\sigma d W_t$" ]

Not supported with pagination yet

screenshot

Qw==

5Zyo6L+c5pyf5Yip546H5a+55pWw5q2j5oCB5YGH6K6+5LiLLEZ0IOWcqOa1i+W6piBRXlQg5LiL5piv6Z6FLOWFtuWKqOaAgemAmuW4uOWGmeS4uiBkRl90ID0gz4MgRl90IGRXXlRfdCzlm6DmraTpgInpobkgQyDmraPnoa7jgII=

easy

multiple-choice

derivatives

chinese

4

1

0

Not supported with pagination yet

release_livepro

48

chinese_4_2_r2

nan

在远期利率对数正态波动率假设下，使用 $E$ 表示期望值，并结合上下文中的符号表示，时刻 $t$ 的看涨期权价格可以写为 $X* E max(F_T - K, 0)$，以下哪个陈述是正确的？

[ "A. $X=DF(t, T)$ ，期望$E$是测度 $Q$下的期望", "B. $X=DF(t, T)$ ，期望$E$是测度 $Q^T$下的期望", "C. $X=exp(r_t * T)$，期望$E$是测度 $Q^T$下的期望", "D. $X=DF(T, T)$，期望$E$是测度 $Q^T$下的期望" ]

Not supported with pagination yet

screenshot

Qg==

5a+55LqO5Zyo6L+c5pyf5Yip546H5a+55pWw5q2j5oCB5YGH6K6+5LiL55qE55yL5rao5pyf5p2D5a6a5Lu3LOW6lOWcqCBUIOi/nOacn+a1i+W6piBRXlQg5LiL6K6h566X5pyf5pybLOW5tueUqCBERih0LFQpIOadpei0tOeOsCzmiYDku6UgQiDmraPnoa7jgII=

easy

multiple-choice

derivatives

chinese

4

2

0

Not supported with pagination yet

release_livepro

49

chinese_4_3_r2

nan

如果我们定义一个新的概率测度$\widehat{Q}$ 在 <image_2> 中，用 $\widehat{W}_t$ 表示为 $\widehat{Q}$ 下的布朗运动，请将 $F_T$ 表示为由 $ \widehat{W}$ 驱动的过程，其初始价格为 $F_0$。

null

Not supported with pagination yet

screenshot

JEZfVD1GXzAgXGV4cHtcZnJhY3tcc2lnbWFeMiBUfXsyfSArIFxzaWdtYSAqIFx3aWRlaGF0e1d9X1R9JA==

hard

open question

derivatives

chinese

4

3

0

Not supported with pagination yet

release_livepro

50

chinese_4_4_r2

nan

在远期利率对数正态波动率假设下，推导在测度$Q^T$下，$t=0$时刻 $E^T(max(F_T-K, 0)$ 的结果

null

Not supported with pagination yet

screenshot

JEZfMCBOKGRfeyt9KS1LIE4oZF97LX0pJCwgd2hlcmUgJGRfeyt9ID0gXGZyYWN7XGxuKEZfMCAvIEspICsgXGZyYWN7XHNpZ21hXjIgVH17Mn19e1xzaWdtYSBcc3FydHtUfX0sIFxxdWFkIGRfey19ID0gZF97K30gLSBcc2lnbWEgXHNxcnR7VH0k

5Zyo5a+55pWw5q2j5oCB5qih5Z6L5LiLLCBGX1QgfiBsb2dub3JtYWwoRl8wLCDPg8KyVCnjgILliKnnlKggQmxhY2sg5YWs5byP5o6o5a+85b6X5Ye65LiK6L+w57uT5p6cLOWFtuS4rSBkMSDkuI4gZDIg5Li65qCH5YeG6K6h566X5pa55byP44CC

hard

open question

derivatives

chinese

4

0

Not supported with pagination yet

release_livepro

51

chinese_4_5_r2

nan

关于远期利率正态波动率假设，以下哪个陈述是正确的？

[ "A. 因为 $F_t$ 是测度下 $Q$的鞅, 我们可以假设 $dF_t = \\sigma d W_t$", "B. 因为 $F_t$ 是测度 $Q^T$ 下的鞅, 我们假设 $dF_t = \\sigma d W^T_t$", "C. 因为 $F_t$ 是测度 $Q^T$ 下的鞅, 我们假设 $dF_t = \\sigma F_t d W^T_t$", "D. 因为 $F_t$ 是 $Q$ 下的鞅, 我们假设 $dF_t = dt + \\sigma d W_t$" ]

Not supported with pagination yet

screenshot

Qg==

5Zyo5q2j5oCB5YGH6K6+5LiLLOiLpSBGX3Qg5ZyoIFFeVCDkuIvkuLrpnoUs5YiZ5YW25b6u5YiG5Li6IGRGX3QgPSDPgyBkV15UX3Qs5Zug5q2kIEIg5q2j56Gu44CC

easy

multiple-choice

derivatives

chinese

4

5

0

Not supported with pagination yet

release_livepro

52

chinese_4_6_r2

nan

在远期利率正态波动率假设下，在测度 $Q^T$ 下，$t=0$时刻计算期望$E^T(max(F_T-K, 0)$

null

Not supported with pagination yet

screenshot

XGZyYWN7XHNpZ21hIFxzcXJ0e1R9fXtcc3FydHsyIFxwaX19IGVeey1cZnJhY3tkXjJ9ezJ9fSArIChGXzAgLSBLKSgxIC0gTihkKSksIHdoZXJlICRkID0gXGZyYWN7SyAtIEZfMH17XHNpZ21hIFxzcXJ0e1R9fSQK

6L+Z5pivIEJhY2hlbGllciDmqKHlnovnmoTnnIvmtqjmnJ/mnYPlrprku7flhazlvI8sIEZfVCDlnKjmraPmgIHlgYforr7kuIvlnYflgLzkuLogRl8wLOaWueW3ruS4uiDPg8KyVCzlhbbkuK0gZCA9IChGXzAgLSBLKS8oz4PiiJpUKeOAgg==

hard

open question

derivatives

chinese

4

6

0

Not supported with pagination yet

release_livepro

53

chinese_4_7_r2

nan

在远期利率正态波动率假设下，使用$\sigma_{A}$ 表示$t$时刻 ATM 看涨期权的波动率，那么$t<T$时刻的看涨期权的价格的最简表达是什么

null

Not supported with pagination yet

screenshot

JERGKHQsVCkgXHNpZ21hX3tBfSAqc3FydHsoVC10KX0vIFxzcXJ0ezIqXHBpfSAk

5a+55LqO5q2j5oCB5rOi5Yqo546H5YGH6K6+LOeci+a2qOacn+adg+S7t+agvOWPr+eUqCBCYWNoZWxpZXIg5YWs5byP6KGo56S644CC5q2k5aSEIM+DX0Eg5Li6IHQg5pe25Yi7IEFUTSDms6LliqjnjocsZCA9IChGX3QgLSBLKS8oz4NfQeKImihULXQpKeOAgg==

hard

open question

derivatives

chinese

4

7

0

Not supported with pagination yet

release_livepro

54

chinese_5_1_r2

在给定的应用于互换期权的Black公式代码块（参见<image_1>）中

在第14行（当前标记为<ans_1>）应该插入什么代码？

null

Not supported with pagination yet

screenshot

ZGYgKiBtYXgoKGZ3ZCAtIGspICogb3B0aW9uX3R5cGUsIDAuMCk=

5b2TIHNpZ21hIOS4uiAwIOaXtu+8jOacn+adg+S7t+agvOebuOW9k+S6juS4gOS4quehruWumui/nOacn+WQiOe6pueahOS7t+WAvOOAguWvueS6jueci+a2qOacn+adg++8iOWNsyBmd2QgPiBr77yJ77yM5YW25Lu35YC85Li6IGRmIMOXIChmd2QgLSBrKe+8jOWQpuWImeS4uiAw77yb55yL6LeM5pyf5p2D5Lmf5piv5ZCM5qC355qE6YGT55CG77yM5Y+v6YCa6L+HIG9wdGlvbl90eXBlIMOXIChmd2QgLSBrKSDmnaXliKTmlq3mmK/nnIvmtqjov5jmmK/nnIvot4zvvIzku6Xlj4rmmK/lkKblpITkuo7lrp7lgLznirbmgIHjgII=

easy

open question

fixed income

chinese

5

1

0

Not supported with pagination yet

release_livepro

55

chinese_5_2_r2

nan

在第19行（当前标记为<ans_2>）应该插入什么代码？

null

Not supported with pagination yet

screenshot

ZGYgKiBvcHRpb25fdHlwZSAqIChmd2QgKiBuZDEgLSBrICogbmQyKQ==

5Zyo5L2/55SoIEJsYWNrIOWFrOW8j+aXtu+8jOWvueS6jueci+a2qOacn+adg++8iG9wdGlvbl90eXBlID0gMe+8ie+8jOWFtuS7t+agvOS4ugpkZiDDlyAoZndkIMOXIE4oZOKCgSkg4oiSIGsgw5cgTihk4oKCKSnvvJsK5a+55LqO55yL6LeM5pyf5p2D77yIb3B0aW9uX3R5cGUgPSAtMe+8ie+8jOWImeWvueW6lOS9v+eUqCBOKOKIkmTigoEpIOWSjCBOKOKIkmTigoIp44CCCgrov5nkuKTnp43mg4XlhrXlj6/ku6Xnu5/kuIDlhpnkvZzvvJoKZGYgw5cgb3B0aW9uX3R5cGUgw5cgKGZ3ZCDDlyBOKG9wdGlvbl90eXBlIMOXIGTigoEpIOKIkiBrIMOXIE4ob3B0aW9uX3R5cGUgw5cgZOKCgikp

easy

open question

fixed income

chinese

5

2

0

Not supported with pagination yet

release_livepro

56

chinese_5_3_r2

nan

在第31行（当前标记为<ans_3>）应该插入什么代码？

null

Not supported with pagination yet

screenshot

ZGYgKiBvcHRpb25fdHlwZSAqIG1heCgxLjAgKiBtYXRoLmNvcHlzaWduKDEsIChmd2QgLSBrKSAqIG9wdGlvbl90eXBlKSwgMC4wKQ==

6IulIM+DIOS4uiAw77yM6KGo56S65rKh5pyJ5rOi5Yqo5oCn77yM5Lu35qC86KaB5LmI5a6M5YWo5a6e5YC877yM6KaB5LmI5a6M5YWo6Jma5YC844CC5Zug5q2k77yM5a+55LqO55yL5rao5pyf5p2D77yM6IulIGZ3ZCA+IGvvvIzliJkgRGVsdGEgPSAx77yI5oqY546w5ZCO5Li6IGRm77yJ77yb5ZCm5YiZ5Li6IDDjgIIK55yL6LeM5pyf5p2D5ZCM55CG77yM5Y+q6ZyA5Yik5patIG9wdGlvbl90eXBlIMOXIChmd2Qg4oiSIGspIOaYr+WQpuWkp+S6jiAw77ya6Iul5aSn5LqOIDDvvIzliJkgRGVsdGEg5Li6IGRmIMOXIG9wdGlvbl90eXBl77yM5ZCm5YiZ5Li6IDDjgIIK

easy

open question

fixed income

chinese

5

3

0

Not supported with pagination yet

release_livepro

57

chinese_5_4_r2

nan

在第33行（当前标记为<ans_4>）应该插入什么代码？

null

Not supported with pagination yet

screenshot

b3B0aW9uX3R5cGUgKiBub3JtLmNkZihvcHRpb25fdHlwZSAqIGQxKSAqIGRm

5ZyoIEJsYWNrIOaooeWei+S4i++8jERlbHRhIOWPr+S7pemAmui/hyBOKGTigoEpIOaOqOWvvOW+l+WHuu+8mgrlr7nkuo7nnIvmtqjmnJ/mnYPvvIxEZWx0YSDkuLogZGYgw5cgTihk4oKBKe+8mwrlr7nkuo7nnIvot4zmnJ/mnYPvvIxEZWx0YSDkuLogZGYgw5cgKE4oZOKCgSkg4oiSIDEp44CCCgrov5nkuKTnp43mg4XlhrXlj6/ku6Xnu5/kuIDlhpnkvZzvvJoKZGYgw5cgb3B0aW9uX3R5cGUgw5cgTihvcHRpb25fdHlwZSDDlyBk4oKBKe+8jArmlrnkvr/lkIzml7blpITnkIbnnIvmtqjkuI7nnIvot4zmnJ/mnYPjgII=

medium

open question

fixed income

chinese

5

4

0

Not supported with pagination yet

release_livepro

58

chinese_5_5_r2

nan

在什么情况下函数black_price会出现问题？添加一个代码块来修复它。

null

Not supported with pagination yet

screenshot

aWYgayA9PSAwOgogICAgICAgIHJldHVybiBmd2QgKiBkZiBpZiBvcHRpb25fdHlwZSA9PSAxIGVsc2UgMA==

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

hard

open question

fixed income

chinese

5

0

Not supported with pagination yet

release_livepro

59

chinese_5_6_r2

nan

在什么情况下函数compute_delta会出现问题？添加一个代码块来修复它。

null

Not supported with pagination yet

screenshot

aWYgayA9PSAwOgogICAgICAgIHJldHVybiBkZiBpZiBvcHRpb25fdHlwZSA9PSAxIGVsc2UgMA==

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

hard

open question

fixed income

chinese

5

6

0

Not supported with pagination yet

release_livepro

60

chinese_6_1_r2

以下是两位交易商 A 和 B 提供的外汇报价。远期报价以远期点（forward points）表示。<image_1>。下列问题的回答中的数值解请保留四位小数。

在 EURUSD 即期汇率上是否存在套利机会？

[ "A. 否", "B. 每交易 1 欧元可赚取 0.008 美元", "C. 每交易 1 欧元可赚取 0.0007 美元", "D. 每交易 1 美元可赚取 0.0007 欧元", "E. 每交易 1 欧元可赚取 0.0087 美元", "F. 以上都不是" ]

Not supported with pagination yet

table

Qw==

6YCa6L+H5Zyo5Lqk5piT5ZWGQuS5sOWFpUVVUlVTRCgxLjAzOTgp5bm25ZCM5pe25Zyo5Lqk5piT5ZWGQeWNluWHukVVUlVTRCgxLjA0MDUp77yM5Y+v5Lul6I635b6X5q+P5Lqk5piTMeasp+WFgzAuMDAwN+e+juWFg+eahOWll+WIqeaUtuebiuOAgg==

medium

multiple-choice

fixed income

chinese

6

1

Not supported with pagination yet

release_livepro

61

chinese_6_2_r2

nan

在 USDCHF 即期汇率上是否存在套利机会？

[ "A. 否", "B. 每交易 1 美元可赚取 0.0015 瑞士法郎", "C. 每交易 1 美元可赚取 0.0005 瑞士法郎", "D. 每交易 1 瑞士法郎可赚取 0.0005 美元", "E. 每交易 1 瑞士法郎可赚取 0.0009 美元", "F. 以上都不是" ]

Not supported with pagination yet

table

Qg==

5Y+v5Lul5Zyo5Lqk5piT5ZWGQeS7pTAuOTEwNeeRnuWjq+azlemDjuS5sOWFpTHnvo7lhYPvvIznhLblkI7lnKjkuqTmmJPllYZC5LulMC45MTLnkZ7lo6vms5Xpg47ljZblh7rvvIzojrflvpfmr4/kuqTmmJMx576O5YWDMC4wMDE155Ge5aOr5rOV6YOO55qE5beu6aKd44CC

medium

multiple-choice

fixed income

chinese

6

2

1

Not supported with pagination yet

release_livepro

62

chinese_6_3_r2

nan

根据交易商 A 的报价，计算 EURCHF 的隐含交叉汇率（买入价/卖出价形式）。

null

Not supported with pagination yet

table

RVVSQ0hGIEJpZC1hc2sgMC45NDQ4IC8gMC45NTIy

5Yip55So5Lqk5piT5ZWGQeeahEVVUlVTRCgxLjA0MDUvMS4wNDU4KeWSjFVTRENIRigwLjkwODEvMC45MTA1KeWPr+W+l0VVUkNIRuS5sOWFpeS7tz0xLjA0MDXDlzAuOTA4MT0wLjk0NTEsIOWNluWHuuS7tz0xLjA0NTjDlzAuOTEwNT0wLjk1MjHjgII=

hard

open question

fixed income

chinese

6

3

1

Not supported with pagination yet

release_livepro

63

chinese_6_4_r2

nan

在交易商 A 和 B 之间，EURCHF 是否存在三角套利机会

null

Not supported with pagination yet

table

Tm8=

5Lqk5piT5ZWGQeeahEVVUkNIRumakOWQq+aKpeS7tygwLjk0NTEvMC45NTIxKeS4juS6pOaYk+WVhkLnmoTnm7TmjqXmiqXku7coMC45NDIxLzAuOTU0MynljLrpl7Tph43lj6DvvIzmsqHmnInmmI7mmL7nmoTml6Dpo47pmanlpZfliKnnqbrpl7TjgII=

medium

open question

fixed income

chinese

6

4

1

Not supported with pagination yet

release_livepro

64

chinese_6_5_r2

nan

根据交易商 A 的报价，1M EURUSD 的平均年化远期升水是多少？

null

Not supported with pagination yet

table

MS40NyU=

5qC55o2uQeeahDFNIEVVUlVTROi/nOacn+eCuSgxMuiHszEzLjXljbPnuqYwLjAwMTLoh7MwLjAwMTM1KeWSjOeOsOi0p+S4remXtOS7tzEuMDQzMTXvvIzmnIjlt67mr5TnjofnuqbkuLowLjEyJe+8jOW5tOWMluWQjue6pjEuNDcl44CC6K6h566X5YWs5byP5Li6ICgxMisxMy41KS8yLzEwMDAwLygoMS4wNDA1KzEuMDQ1OCkvMikqMTI=

easy

open question

fixed income

chinese

6

5

1

Not supported with pagination yet

release_livepro

65

chinese_7_1_r2

考虑<image_1>中的期权头寸。以下问题中所有的数值结果请四舍五入到小数点后四位。

假设没有交易成本，计算该看涨期权的隐含波动率。

null

Not supported with pagination yet

table

MC4xMDM5

5bCG57uZ5a6a55qE5pyf5p2D5Lu35qC85Luj5YWlQmxhY2vigJNTY2hvbGVz5YWs5byP77yM5L2/55So6L+t5Luj5oiW5pWw5YC85pa55rOV5a+75om+5ruh6Laz5pyf5p2D55CG6K665Lu35YC85LiO5a6e6ZmF5Lu35qC855u4562J55qE5rOi5Yqo546H77yM5Y2z5Y+v5b6X5Yiw57uT5p6c44CC

easy

open question

derivatives

chinese

7

1

Not supported with pagination yet

release_livepro

66

chinese_7_2_r2

nan

假设没有交易成本，计算该看涨期权的Delta。

null

Not supported with pagination yet

table

MC43OTY0

easy

open question

derivatives

chinese

7

2

1

Not supported with pagination yet

release_livepro

67

chinese_7_3_r2

nan

根据<image_2>中的希腊字母，分别给出看涨期权和其对应的看跌期权的希腊字母值。两者的合同条款相同，仅期权类型不同，请找出表格中的任何计算错误。如果没有错误，请留空；如果有错误，请指定是哪个希腊字母不正确。

null

Not supported with pagination yet

table

55yL6LeM5pyf5p2D55qEIHZlZ2EgYW5kIHRoZXRhICDplJnor68=

5a+55LqO55yL5rao5pyf5p2D77yIY2FsbO+8ieWSjOeci+i3jOacn+adg++8iHB1dO+8ie+8jOWug+S7rOeahCB2ZWdhIOeQhuW6lOebuOWQjO+8m+WunuWAvOeci+a2qOacn+adgyAoSVRNIGNhbGwpIOeahCB0aGV0Ye+8iOaMiee7neWvueWAvOiuoeeul++8ieW6lOivpeS9juS6juS7t+Wklueci+i3jOacn+adgyAoT1RNIHB1dCnjgII=

medium

open question

derivatives

chinese

7

3

0

Not supported with pagination yet

release_livepro

68

chinese_7_4_r2

nan

如何使用<image_2>中列出的看涨期权和看跌期权来构建一个期权策略，以实现<image_3>中显示的收益结构？

null

Not supported with pagination yet

table

5YGa56m65LiA5LiqY2FsbO+8jOWBmuepuuS4ieS4qnB1dA==

5Zyo5Zu+6KGo5Lit77yM5Y+z5L6n57q/55qE5pac546H5Lul5Y+K5Zyo6KGM5p2D5Lu3IDQ1IOaXtueahOebiOWIqeaDheWGteihqOaYju+8jOW9k+WJjeWktOWvuOWMheWQq+eahOaYryAzIOS7veeci+i3jOacn+adg++8jOiAjOS4jeaYryAxIOS7veOAgg==

hard

open question

derivatives

chinese

7

4

0

Not supported with pagination yet

release_livepro

69

french_1_1_r2

Les acheteurs et les vendeurs prévoient de commercer un certain produit. Si la transaction est conclue, le prix final du produit sera de p dollars. Initialement, la valeur du produit est estimée à 0 dollar par les acheteurs comme par les vendeurs. Le vendeur peut choisir d'investir c dollars, augmentant ainsi la valeur du produit aux yeux de l'acheteur à v dollars (mais cela ne change pas la valeur du produit pour le vendeur ; pour le vendeur, la valeur du produit reste à 0 dollar). Cependant, lorsqu'il décide d'investir ou non, le vendeur ne sait pas si l'acheteur achètera le produit par la suite. De même, lorsque l'acheteur décide de payer p dollars pour acheter le produit, il ne sait pas si le vendeur a déjà investi dans le produit. Supposons les conditions suivantes : v > p > c > 0. Le tableau ci-dessous montre la matrice des gains du jeu, où I, II, III et IV représentent les cases cibles. Les chiffres entre parenthèses indiquent les gains respectifs : (gain de l'acheteur, gain du vendeur). <image_1>

Que faut-il remplir dans la case marquée I et II?

null

Not supported with pagination yet

table

Y2VsbCBJOiAodi1wLHAtYyksICAgY2VsbCBJSTogKC1wLHAp

RGFucyBsYSBzaXR1YXRpb24gb8O5IGxlIHZlbmRldXIgaW52ZXN0aXQgZXQgbOKAmWFjaGV0ZXVyIGFjaMOodGUgKGNhc2UgSSksIGzigJlhY2hldGV1ciBnYWduZSB2IC0gcCBldCBsZSB2ZW5kZXVyIGdhZ25lIHAgLSBjLiBEYW5zIGxhIHNpdHVhdGlvbiBvw7kgbGUgdmVuZGV1ciBuZSBwYXMgaW52ZXN0aXIgZXQgbOKAmWFjaGV0ZXVyIGFjaMOodGUgKGNhc2UgSUkpLCBs4oCZYWNoZXRldXIgYSB1biBnYWluIGRlIC1wIGV0IGxlIHZlbmRldXIgZ2FnbmUgcC4=

easy

open question

economics

french

1

0

Not supported with pagination yet

release_livepro

70

french_1_2_r2

nan

Que faut-il remplir dans la case marquée III et IV ?

null

Not supported with pagination yet

table

Y2VsbCBJSUk6ICgwLC1jKSwgY2VsbCBJVjogKDAsIDAp

TG9yc3F1ZSBsZSB2ZW5kZXVyIGludmVzdGl0IGV0IHF1ZSBs4oCZYWNoZXRldXIgbmUgbOKAmWFjaMOodGUgcGFzIChjYXNlIElJSSksIGzigJlhY2hldGV1ciBnYWduZSAwIHRhbmRpcyBxdWUgbGUgdmVuZGV1ciBwZXJkIGMuIFPigJlpbCBu4oCZeSBhIG5pIGludmVzdGlzc2VtZW50IG5pIGFjaGF0IChjYXNlIElWKSwgY2hhcXVlIGpvdWV1ciBhIHVuIGdhaW4gZGUgMC4=

easy

open question

economics

french

1

2

0

Not supported with pagination yet

release_livepro

71

french_1_3_r2

nan

Cette transaction sur le produit a-t-elle une stratégie strictement dominante ? S'il y en a, veuillez préciser ; sinon, veuillez répondre "non.". Une stratégie strictement dominante est celle où, quelle que soit la stratégie de l'adversaire, il existe toujours une stratégie qui donne un meilleur gain au joueur.

null

Not supported with pagination yet

table

T3VpLCBsYSBzdHJhdMOpZ2llIHN0cmljdGVtZW50IGRvbWluYW50ZSBkdSB2ZW5kZXVyIGVzdCBkZSBuZSBwYXMgaW52ZXN0aXIu

UG91ciBsZSB2ZW5kZXVyLCBuZSBwYXMgaW52ZXN0aXIgcHJvY3VyZSB0b3Vqb3VycyB1biBnYWluIHN1cMOpcmlldXIgw6AgY2VsdWkgZOKAmWludmVzdGlyLCBxdWVsIHF1ZSBzb2l0IGxlIGNob2l4IGRlIGzigJlhY2hldGV1ci4gTOKAmWFjaGV0ZXVyIG7igJlhIHBhcyBkZSBzdHJhdMOpZ2llIHN0cmljdGVtZW50IGRvbWluYW50ZSBjYXIgc2EgbWVpbGxldXJlIGTDqWNpc2lvbiBkw6lwZW5kIGRlIGzigJlhY3Rpb24gZHUgdmVuZGV1ci4=

medium

open question

economics

french

1

3

0

Not supported with pagination yet

release_livepro

72

french_1_4_r2

nan

Cette transaction sur le produit a-t-elle une stratégie strictement dominée ? S'il y en a, veuillez préciser ; sinon, veuillez répondre "non.". Une stratégie strictement dominée est celle où, quelle que soit la stratégie de l'adversaire, elle donne toujours un gain inférieur à celui d'une autre stratégie pour le joueur.

null

Not supported with pagination yet

table

T3VpLCBsYSBzdHJhdMOpZ2llIHN0cmljdGVtZW50IGRvbWluw6llIGR1IHZlbmRldXIgZXN0IGQnaW52ZXN0aXIu

UG91ciBsZSB2ZW5kZXVyLCBpbnZlc3RpciBkb25uZSB1biBnYWluIHAgLSBjIHNpIGzigJlhY2hldGV1ciBhY2jDqHRlIGV0IC1jIHNpIGzigJlhY2hldGV1ciBu4oCZYWNow6h0ZSBwYXMuIERhbnMgY2hhcXVlIGNhcywgbmUgcGFzIGludmVzdGlyIGRvbm5lIHVuIGdhaW4gcGx1cyDDqWxldsOpLCBkb25jIGludmVzdGlyIGVzdCBzdHJpY3RlbWVudCBkb21pbsOpLg==

medium

open question

economics

french

1

4

0

Not supported with pagination yet

release_livepro

73

french_1_5_r2

nan

En éliminant successivement les stratégies strictement dominées, le vendeur finira-t-il par investir dans le produit et l'acheteur achètera-t-il le produit ?

null

Not supported with pagination yet

table

TGUgdmVuZGV1ciBuZSBmYWl0IHBhcyBkJ2ludmVzdGlzc2VtZW50LCBldCBsJ2FjaGV0ZXVyIG5lIGZhaXQgcGFzIGQnYWNoYXQu

TCdhY2hldGV1ciBzdXBwb3NlIHF1ZSBsZSB2ZW5kZXVyIGVzdCByYXRpb25uZWwgZXQgc2FpdCBkb25jIHF1ZSBjZSBkZXJuaWVyIMOpbGltaW5lcmEgbGEgc3RyYXTDqWdpZSBkJ2ludmVzdGlyIGV0IG4naW52ZXN0aXJhIHBhcy4gUGFyIGNvbnPDqXF1ZW50LCBsJ2FjaGV0ZXVyIGNob2lzaXQgZGUgbmUgcGFzIGFjaGV0ZXIuIEZpbmFsZW1lbnQsIGxlcyBzdHJhdMOpZ2llcyByZXN0YW50ZXMgc29udCA6IGxlIHZlbmRldXIgbmUgZmFpdCBwYXMgZCdpbnZlc3Rpc3NlbWVudCBldCBsJ2FjaGV0ZXVyIG5lIGZhaXQgcGFzIGQnYWNoYXQu

medium

open question

economics

french

1

5

0

Not supported with pagination yet

release_livepro

74

french_2_1_r2

Le 15 octobre 2023, l'usine de cuivre XXX et l'usine d'aluminium YYY ont conclu un accord de coopération pour un échange de marchandises. Selon les termes de l'accord, les deux parties effectueront un échange équivalent sur une période de 5 mois. Plus précisément, de novembre 2023 à mars 2024, le 15 de chaque mois, l'usine de cuivre XXX livrera 10 tonnes de cuivre raffiné à l'usine d'aluminium YYY, tandis que l'usine d'aluminium YYY fournira 35 tonnes d'aluminium à l'usine de cuivre XXX en tant qu'échange équivalent. Le tableau ci-dessous montre les cotations actuelles pour chaque contrat. Les quatre derniers chiffres du nom du contrat représentent le mois de livraison du contrat à terme, par exemple, '2312' représente une livraison en décembre 2023. Supposons que la date de livraison soit le 15 du mois de livraison. (En prenant en compte la valeur temporelle de l'argent, supposons que le taux d'intérêt annuel sans risque soit de 1,8 % de janvier à mai.) <image_1>

Cet accord d'échange est-il équitable ? Si vous pensez que l'accord est équitable, veuillez répondre 0. Sinon, en supposant que l'usine de cuivre XXX livre toujours 10 tonnes de cuivre par mois, combien de tonnes d'aluminium l'usine d'aluminium YYY doit-elle livrer chaque mois pour que l'échange soit équitable ? Arrondissez tous le résultat à quatre décimales.

null

Not supported with pagination yet

table

bm9uLiAzNSwxNTI1IHRvbm5lcy4=

medium

open question

derivatives

french

2

1

Not supported with pagination yet

release_livepro

75

french_3_1_r2

Les trois figures suivantes (divisées en trois sections dans l'ordre chronologique) montrent les courbes d'évolution de la valeur nette historique des deux fonds. <image_1> <image_2> <image_3>. Pour les questions suivantes, supposez que les rendements sont calculés selon la méthode logarithmique et qu'il y a 250 jours de trading par an. Arrondissez tous les résultats à quatre décimales.

Quel est le rendement moyen quotidien du Fonds 1 ?

null

Not supported with pagination yet

table

LTAuMDAwNQ==

medium

open question

portfolio management

french

3

1

Not supported with pagination yet

release_livepro

76

french_3_2_r2

nan

Quelle est l'écart-type des rendements quotidiens du Fonds 2 ?

null

Not supported with pagination yet

table

MC4wMTc1

medium

open question

portfolio management

french

3

2

1

Not supported with pagination yet

release_livepro

77

french_3_3_r2

nan

Étant donné un taux sans risque annuel de 0,05 %, quel est le ratio de Sortino annuel de la performance du Fonds 1 ?

null

Not supported with pagination yet

table

LTEuMDM4OA==

medium

open question

portfolio management

french

3

1

Not supported with pagination yet

release_livepro

78

french_3_4_r2

nan

Étant donné un taux sans risque annuel de 0,03 %, quel est le ratio de Sortino quotidien de la performance du Fonds 1 ?

null

Not supported with pagination yet

table

LTAuMDY1Ng==

hard

open question

portfolio management

french

3

4

1

Not supported with pagination yet

release_livepro

79

french_3_5_r2

nan

Étant donné un taux sans risque annuel de 0,01 %, quel est le ratio de Sharpe annuel de la performance du Fonds 2 ?

null

Not supported with pagination yet

table

LTAuNzU3Ng==

medium

open question

portfolio management

french

3

5

1

Not supported with pagination yet

release_livepro

80

french_3_6_r2

nan

En utilisant la méthode historique, quelle est la VaR quotidienne des rendements du Fonds 2 à un niveau de confiance de 99 % ?

null

Not supported with pagination yet

table

LTAuMDMwMQ==

hard

open question

portfolio management

french

3

6

1

Not supported with pagination yet

release_livepro

81

french_4_1_r2

En se référant aux notations dans <image_1>. Le temps initial est $t=0$ avec un prix à terme initial $F_0$.

Laquelle des affirmations est correcte concernant l'hypothèse de log-normalité du taux à terme ?

[ "A. Parce que $F_t$ est une martingale sous $Q$, nous supposons $dF_t = \\sigma d W_t$", "B. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons $dF_t = \\sigma d W ^T_t$", "C. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons que $dF_t = \\sigma F_t d W^T_t$", "D. Parce que $F_t$ est une martingale sous $Q$, nous supposons que $dF_t = dt + \\sigma d W_t$" ]

Not supported with pagination yet

screenshot

Qw==

U291cyBsYSBtZXN1cmUgUV5ULCBsZSBmb3J3YXJkIEZfdCBlc3QgdW5lIG1hcnRpbmdhbGUgZXQgc3VpdCB1biBwcm9jZXNzdXMgZ8Opb23DqXRyaXF1ZSBicm93bmllbi4gQ2VsYSBzaWduaWZpZSBxdWUgc2EgZHluYW1pcXVlIGVzdCBkRl90ID0gz4MgRl90IGRXX3ReVCwgY29ycmVzcG9uZGFudCDDoCB1bmUgaHlwb3Row6hzZSBkZSBsb2ctbm9ybWFsaXTDqSBvw7kgbGUgdGF1eCDDoCB0ZXJtZSDDqXZvbHVlIGRlIGZhw6dvbiBwcm9wb3J0aW9ubmVsbGUgw6Agc2EgdmFsZXVyLg==

easy

multiple-choice

derivatives

french

4

1

Not supported with pagination yet

release_livepro

82

french_4_2_r2

nan

Sous l'hypothèse de log-normalité, en utilisant $E$ pour représenter l'espérance et en se basant sur les notations du contexte, le prix d'une option d'achat au temps $t$ peut être écrit comme $X* E max(F_T - K, 0)$. Laquelle des affirmations suivantes est correcte ?

[ "A. $X=DF(t, T)$ et l'espérance est sous la mesure $Q$", "B. $X=DF(t, T)$ et l'espérance est sous la mesure $Q^T$", "C. $X=exp(r_t * T)$ et l'espérance est sous la mesure $Q^T$", "D. $X=DF(T, T)$ et l'espérance est sous la mesure $Q^T$" ]

Not supported with pagination yet

screenshot

Qg==

UG91ciB2YWxvcmlzZXIgbCdvcHRpb24gZCdhY2hhdCBhdmVjIHVuIHBheW9mZiBtYXgoRl9UIC0gSywgMCksIG5vdXMgdXRpbGlzb25zIGxhIG1lc3VyZSBmb3J3YXJkIFFeVCBldCBsYSBkw6ljb3RlIGFzc29jacOpZSBERih0LFQpLiBTb3VzIFFeVCwgRl90IGVzdCB1bmUgbWFydGluZ2FsZSBldCBsZSBmYWN0ZXVyIGRlIGTDqWNvdGUgYXBwcm9wcmnDqSBlc3QgREYodCxUKSwgY2UgcXVpIGRvbm5lIERGKHQsVCkqRV5UW21heChGX1QgLSBLLDBdXS4=

easy

multiple-choice

derivatives

french

4

2

1

Not supported with pagination yet

release_livepro

83

french_4_3_r2

nan

Si nous définissons une nouvelle probabilité $\widehat{Q}$ montrée dans <image_2>, notons $\widehat{W}_t$ comme le mouvement brownien sous $\widehat{Q}$, puis exprimons $F_T$ comme un processus piloté par $ \widehat{W}$ avec son prix initial $F_0$.

null

Not supported with pagination yet

screenshot

JEZfVD1GXzAgXGV4cHtcZnJhY3tcc2lnbWFeMiBUfXsyfSArIFxzaWdtYSAqIFx3aWRlaGF0e1d9X1R9JA==

hard

open question

derivatives

french

4

3

0

Not supported with pagination yet

release_livepro

84

french_4_4_r2

nan

Sous l'hypothèse de volatilité log-normale du taux à terme, dérivez le résultat de l'espérance $E^T(max(F_T-K, 0)$ sous la mesure $Q^T$

null

Not supported with pagination yet

screenshot

JEZfMCBOKGRfeyt9KS1LIE4oZF97LX0pJCwgd2hlcmUgJGRfeyt9ID0gXGZyYWN7XGxuKEZfMCAvIEspICsgXGZyYWN7XHNpZ21hXjIgVH17Mn19e1xzaWdtYSBcc3FydHtUfX0sIFxxdWFkIGRfey19ID0gZF97K30gLSBcc2lnbWEgXHNxcnR7VH0k

U291cyBsJ2h5cG90aMOoc2UgbG9nLW5vcm1hbGUgZXQgbGEgbWVzdXJlIFFeVCwgRl9UIHN1aXQgdW4gcHJvY2Vzc3VzIGfDqW9tw6l0cmlxdWUgYnJvd25pZW4uIEwnZXNww6lyYW5jZSBkdSBwYXlvZmYgbWF4KEZfVCAtIEssIDApIHMnb2J0aWVudCBncsOiY2Ugw6AgbGEgZm9ybXVsZSBkZSBCbGFjaywgb8O5IGQxIGV0IGQyIHNvbnQgbGVzIHRlcm1lcyBoYWJpdHVlbHMgZGUgbGEgZm9ybXVsZSBkZSBCbGFjaywgYmFzw6lzIHN1ciBsbihGXzAvSyksIM+DLCBldCBsZSB0ZW1wcyByZXN0YW50Lg==

hard

open question

derivatives

french

4

0

Not supported with pagination yet

release_livepro

85

french_4_5_r2

nan

Quelle affirmation est correcte concernant l'hypothèse de volatilité normale du taux à terme ?

[ "A. Parce que $F_t$ est une martingale sous $Q$, nous supposons $dF_t = \\sigma d W_t$", "B. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons $dF_t = \\sigma d W ^T_t$", "C. Parce que $F_t$ est une martingale sous $Q^T$, nous supposons que $dF_t = \\sigma F_t d W^T_t$", "D. Parce que $F_t$ est une martingale sous $Q$, nous supposons que $dF_t = dt + \\sigma d W_t$" ]

Not supported with pagination yet

screenshot

Qg==

UG91ciB1bmUgdm9sYXRpbGl0w6kgbm9ybWFsZSBkdSB0YXV4IMOgIHRlcm1lLCBsYSBkeW5hbWlxdWUgZW4gbWVzdXJlIFFeVCBlc3QgZEZfdCA9IM+DIGRXX3ReVC4gQ2V0dGUgZm9ybWUgcmVmbMOodGUgbCfDqXZvbHV0aW9uIGFkZGl0aXZlIGR1IGZvcndhcmQsIHBsdXTDtHQgcXVlIG11bHRpcGxpY2F0aXZlLCBldCBjb25zZXJ2ZSBsYSBwcm9wcmnDqXTDqSBkZSBtYXJ0aW5nYWxlIHNvdXMgbGEgbWVzdXJlIGZvcndhcmQu

easy

multiple-choice

derivatives

french

4

5

0

Not supported with pagination yet

release_livepro

86

french_4_6_r2

nan

Sous l'hypothèse de volatilité normale du taux à terme, dérivez le résultat de l'espérance $E^T(max(F_T-K, 0)$ au moment $t=0$ sous la mesure $Q^T$

null

Not supported with pagination yet

screenshot

XGZyYWN7XHNpZ21hIFxzcXJ0e1R9fXtcc3FydHsyIFxwaX19IGVeey1cZnJhY3tkXjJ9ezJ9fSArIChGXzAgLSBLKSgxIC0gTihkKSksIG/DuSAkZCA9IFxmcmFje0sgLSBGXzB9e1xzaWdtYSBcc3FydHtUfX0kCg==

QXZlYyB1bmUgdm9sYXRpbGl0w6kgbm9ybWFsZSwgRl9UIHN1aXQgdW5lIGxvaSBub3JtYWxlIGNlbnRyw6llIHN1ciBGXzAgYXZlYyB2YXJpYW5jZSDPg8KyVC4gRW4gYXBwbGlxdWFudCBsYSBmb3JtdWxlIGRlIEJhY2hlbGllciBwb3VyIHVuIGNhbGwgZXVyb3DDqWVuLCBvbiBvYnRpZW50IGNldHRlIGV4cHJlc3Npb24gcG91ciBsJ2VzcMOpcmFuY2Ugc291cyBsYSBtZXN1cmUgUV5ULg==

hard

open question

derivatives

french

4

6

0

Not supported with pagination yet

release_livepro

87

french_4_7_r2

nan

Dans l'hypothèse de volatilité normale du taux à terme, en utilisant $\sigma_{A}$ pour désigner la volatilité de l'option d'achat ATM, puis exprimer le prix de l'option d'achat ATM au moment $t<T$ en fonction de $\sigma_{ A}$

null

Not supported with pagination yet

screenshot

JERGKHQsVCkgXHNpZ21hX3tBfSAqIFxzcXJ0eyhULXQpfS8gKDIqXHBpKSAk

RGFucyBsZSBjYXMgZCd1bmUgb3B0aW9uIGQnYWNoYXQgYXQtdGhlLW1vbmV5IGF2ZWMgdm9sYXRpbGl0w6kgbm9ybWFsZSDPg19BIGV0IHN0cmlrZSBLID0gRl90LCBsYSBmb3JtdWxlIGRlIEJhY2hlbGllciBkb25uZSB1biBwYXlvZmYgZXNww6lyw6kgZMOpcGVuZGFudCB1bmlxdWVtZW50IGRlIGxhIGRlbnNpdMOpIGRlIGxhIGxvaSBub3JtYWxlIGVuIHrDqXJvLiBBcHLDqHMgYWN0dWFsaXNhdGlvbiBwYXIgREYodCxUKSwgbGUgcHJpeCBzJ8OpY3JpdCBhaW5zaS4=

hard

open question

derivatives

french

4

7

0

Not supported with pagination yet

release_livepro

88

french_5_1_r2

Dans le bloc de code donné pour la formule de Black appliquée aux swaptions (référencé comme <image_1>) :

Quel code doit être inséré à la ligne 14, actuellement indiquée comme <ans_1> ?

null

Not supported with pagination yet

screenshot

ZGYgKiBtYXgoKGZ3ZCAtIGspICogb3B0aW9uX3R5cGUsIDAuMCk=

U2kgc2lnbWEgZXN0IG51bCwgbCdvcHRpb24gdmF1dCBzaW1wbGVtZW50IHNvbiBwYXlvZmYgYWN0dWFsaXPDqS4gUG91ciB1biBjYWxsLCBj4oCZZXN0IGRmICogbWF4KGZ3ZCAtIGssIDApLiBQb3VyIHVuIHB1dCwgY+KAmWVzdCBkZiAqIG1heChrIC0gZndkLCAwKS4gTOKAmWV4cHJlc3Npb24gbWF4KDAsIG9wdGlvbl90eXBlKihmd2QgLSBrKSkgdW5pZmllIGNlcyBkZXV4IGNhcy4=

easy

open question

fixed income

french

5

1

0

Not supported with pagination yet

release_livepro

89

french_5_2_r2

nan

Quel code doit être inséré à la ligne 19, actuellement indiquée comme <ans_2>

null

Not supported with pagination yet

screenshot

ZGYgKiBvcHRpb25fdHlwZSAqIChmd2QgKiBuZDEgLSBrICogbmQyKQ==

RGFucyBsYSBmb3JtdWxlIGRlIEJsYWNrLCBsZSBwcml4IGTigJl1biBjYWxsIGVzdCBkZiAqIChmd2QgKiBOKGQxKSAtIGsgKiBOKGQyKSkgZXQsIHBvdXIgdW4gcHV0LCBvbiB1dGlsaXNlIG9wdGlvbl90eXBlID0gLTEgZXQgbGVzIG3Dqm1lcyB2YWxldXJzIGRlIG5kMSBldCBuZDIuIENldHRlIGV4cHJlc3Npb24gZ8OocmUgbGVzIGRldXggdHlwZXMgZOKAmW9wdGlvbiB2aWEgb3B0aW9uX3R5cGUu

easy

open question

fixed income

french

5

2

0

Not supported with pagination yet

release_livepro

90

french_5_3_r2

nan

Quel code doit être inséré à la ligne 31, actuellement indiquée comme <ans_3>

null

Not supported with pagination yet

screenshot

ZGYgKiBvcHRpb25fdHlwZSAqIG1heCgxLjAgKiBtYXRoLmNvcHlzaWduKDEsIChmd2QgLSBrKSAqIG9wdGlvbl90eXBlKSwgMC4wKQ==

TG9yc3F1ZSBzaWdtYSBlc3QgbnVsLCBsZSBkZWx0YSBlc3QgZGYgKiBvcHRpb25fdHlwZSBzaSBs4oCZb3B0aW9uIGVzdCBpbiB0aGUgbW9uZXkgZXQgMCBzaW5vbi4gT24gdsOpcmlmaWUgc2ltcGxlbWVudCBsZSBzaWduZSBkZSAoZndkIC0gaykgYWRhcHTDqSBhdSB0eXBlIChjYWxsIG91IHB1dCku

easy

open question

fixed income

french

5

3

0

Not supported with pagination yet

release_livepro

91

french_5_4_r2

nan

Quel code doit être inséré à la ligne 33, actuellement indiquée comme <ans_4>

null

Not supported with pagination yet

screenshot

b3B0aW9uX3R5cGUgKiBub3JtLmNkZihvcHRpb25fdHlwZSAqIGQxKSAqIGRm

medium

open question

fixed income

french

5

4

0

Not supported with pagination yet

release_livepro

92

french_5_5_r2

nan

Dans quel cas la fonction "black_price" sera-t-elle défaillante ? Ajoutez un bloc de code pour la corriger.

null

Not supported with pagination yet

screenshot

aWYgayA9PSAwOgogICAgICAgIHJldHVybiBmd2QgKiBkZiBpZiBvcHRpb25fdHlwZSA9PSAxIGVsc2UgMA==

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

hard

open question

fixed income

french

5

0

Not supported with pagination yet

release_livepro

93

french_5_6_r2

nan

Dans quel cas la fonction "compute_delta" sera-t-elle défaillante ? Ajoutez un bloc de code pour la corriger.

null

Not supported with pagination yet

screenshot

aWYgayA9PSAwOgogICAgICAgIHJldHVybiBkZiBpZiBvcHRpb25fdHlwZSA9PSAxIGVsc2UgMA==

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

hard

open question

fixed income

french

5

6

0

Not supported with pagination yet

release_livepro

94

french_6_1_r2

Considérez les cotations FX suivantes proposées par deux dealers, A et B. Les cotations sur le forward sont exprimées en points de report. <image_1>. Arrondissez tous les résultats numériques à quatre décimales dans les questions suivantes.

Y a-t-il des opportunités d’arbitrage sur le spot EURUSD ?

[ "Non", "on peut gagner 0,008 USD par EUR échangé", "on peut gagner 0,0007 USD par EUR échangé", "on peut gagner 0,0007 EUR par USD échangé", "on peut gagner 0,0087 USD par EUR échangé", "Aucune des réponses ci-dessus]" ]

Not supported with pagination yet

table

Qw==

QWNoZXRleiAxIEV1cm8gcG91ciAxLDAzOTggVVNEIGF1cHLDqHMgZHUgZGVhbGVyIEIgZXQgdmVuZGV6LWxlIGF1IGRlYWxlciBBIMOgIDEsMDQwNSBVU0QsIG9idGVuYW50IGFpbnNpIDAsMDAwNyBVU0QgcGFyIEVVUiDDqWNoYW5nw6ku

medium

multiple-choice

fixed income

french

6

1

Not supported with pagination yet

release_livepro

95

french_6_2_r2

nan

Y a-t-il des opportunités d’arbitrage sur le spot USDCHF ?

[ "Non", "on peut gagner 0,0015 CHF par USD échangé", "on peut gagner 0,0005 CHF par USD échangé", "on peut gagner 0,0005 USD par CHF échangé", "on peut gagner 0,0009 USD par CHF échangé", "Aucune des réponses ci-dessus" ]

Not supported with pagination yet

table

Qg==

QWNoZXRleiAxIFVTRCDDoCAwLDkxMDUgQ0hGIGF1cHLDqHMgZHUgZGVhbGVyIEEgZXQgdmVuZGV6LWxlIGF1IGRlYWxlciBCIMOgIDAsOTEyIENIRiwgb2J0ZW5hbnQgYWluc2kgMCwwMDE1IENIRiBwYXIgVVNEIMOpY2hhbmfDqS4=

medium

multiple-choice

fixed income

french

6

2

1

Not supported with pagination yet

release_livepro

96

french_6_3_r2

nan

Quel est le taux de change croisé implicite EURCHF basé sur les cotations bid/ask du dealer A ?

null

Not supported with pagination yet

table

RVVSQ0hGIEJpZC1hc2sgMC45NDQ4IC8gMC45NTIy

YmlkID0gRVVSVVNEIGJpZCAqIFVTRENIRiBiaWQKYXNrID0gRVVSVVNEIGFzayAqIFVTRENIRiBhc2s=

hard

open question

fixed income

french

6

3

1

Not supported with pagination yet

release_livepro

97

french_6_4_r2

nan

Existe-t-il des opportunités d’arbitrage triangulaire entre les dealers A et B sur l’EURCHF ?

null

Not supported with pagination yet

table

Tm9u

medium

open question

fixed income

french

6

4

1

Not supported with pagination yet

release_livepro

98

french_6_5_r2

nan

Quelle est la prime moyenne annuelle sur le forward 1M EURUSD proposée par le dealer A ?

null

Not supported with pagination yet

table

MS40NyU=

KDEyKzEzLjUpLzIvMTAwMDAvKCgxLjA0MDUrMS4wNDU4KS8yKSoxMg==

easy

open question

fixed income

french

6

5

1

Not supported with pagination yet

release_livepro

99

french_7_1_r2

Considérez la position d'option illustrée dans <image_1>. Arrondissez tous les résultats numériques à quatre décimales dans les questions suivantes.

En supposant l'absence de coûts de transaction, quelle est la volatilité implicite de cette option d'achat ?

null

Not supported with pagination yet

table

MC4xMDM5

easy

open question

derivatives

french

7

1

Not supported with pagination yet

release_livepro