标题: S notes一级中的错误 [打印本页]
作者: 水模样 时间: 2007-8-31 20:25 标题: S notes一级中的错误
怎么这么多呀？
以至于一看见跟自己答案不一致的地方就怀疑notes错了。。。
我们可不可以总结一下，以便大家借鉴。请大家把发现的帖过来，好么？
作者: 水模样 时间: 2007-8-31 20:26
[em03]
作者: 水模样 时间: 2007-8-31 20:26
２、
作者: 水模样 时间: 2007-8-31 20:27
３、
作者: 水模样 时间: 2007-8-31 20:27
1. p69,第6题的答案，eps is $56 million/40 million, How can they get the number of $56 million?
2. book４、p104, 12题，是6还是0.0006？[em09]
[此贴子已经被作者于2007-8-31 20:34:25编辑过]
作者: 水模样 时间: 2007-8-31 20:27
５、
作者: 水模样 时间: 2007-8-31 20:40
还有一个我没懂，请教
book4,p105的9题的解释，最后说：the overall risk of the portfolio should decrease, resulting in a lower standard deviation.
Does that mean low risk, low SD; high risk, high SD?
[em09]
作者: norikoi 时间: 2007-9-6 13:46
这样还考CFA？汗...
作者: teamzhang 时间: 2007-9-6 15:05
厚道，同学，做人要厚道
作者: 水模样 时间: 2007-9-7 10:03
没关系的，我是文科生，统计方面的东西很差，不知道norikoi指的是哪个问题特别白痴？
没办法，报名了，只能考了
[em01]
作者: teamzhang 时间: 2007-9-7 13:17
Regarding the question in 7th post:
There are primarily two means to measure risk for a stock or a portfolio: absolute and relative measurement. The overall risk is referring to absolute risk, which is measured by standard deviation.
Higher overall risk <==> higher volatility <==> higher standard deviation, and vice versa.
Frequently, risks are measured agains the whole market, by beta. Larger beta implies higher market/systematic risk. However, higher standard deviation is not equivalent to higher beta. Some stocks have large volatility, but small beta. Google is an example, because it often moves against the market. Look closely at the x-axises of CML and SML graphs.
As to the errors in Schweser Notes, I just found that they publish errors detected and reported on their website, sorted by books:
http://www.schweser.com/news/news_updates.php?type=schweser
[此贴子已经被作者于2007-9-7 13:25:10编辑过]
作者: 梦续蓝桥 时间: 2007-9-13 23:53
以下是引用水模样在2007-8-31 20:40:00的发言：还有一个我没懂，请教
book4,p105的9题的解释，最后说：the overall risk of the portfolio should decrease, resulting in a lower standard deviation.
Does that mean low risk, low SD; high risk, high SD?
[em09]
sd result in risk,so we can only say that the higher sd, the higt risk.
作者: epath 时间: 2007-9-14 19:25
厚道，同学，做人要厚道
| 欢迎光临 FRM论坛 (http://bbs.frmspace.com/) |
Powered by Discuz! 7.2 |