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