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Rebalance the debt / equity allocation very frequently for maintaining flexible ratio of asset allocation. (a) Constant proportion portfolio insurance policy (CPPI policy) is the worst policy if the stock market moves in only one direction, either up or down. (b) for a Call option: Intrinsic Value = Spot Price - Strike Price. (c) for a Put option: intransic value must be positive or zero.
Rebalance the debt / equity allocation very frequently for maintaining flexible ratio of asset allocation. (a) Constant proportion portfolio insurance policy (CPPI policy) is the worst polic…