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2025-01-09 03:13Q3: "If the corporate bond yields rise relative to Treasury bond yields (ie, the spread widens), the corporate liabilities will increase in value at a different rate than the government bonds or the futures contracts used to hedge them." -- Corporate bond yields rise, corporate liabilities value應(yīng)該下降呀， 為何答案解析是上升？
所屬：CFA Level III > Portfolio Management Pathway 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2025-01-14 13:34
該回答已被題主采納
同學(xué)，上午好。
答案解析這一段不用看，邏輯上是不通順，已經(jīng)刪掉了。就答題而言，這一段是basis risk里的舉例，不用寫(xiě)出來(lái)的。寫(xiě)完basis risk，然后能表達(dá)出corporate bonds and Treasury bonds are influenced by distinct factors，such as credit risk, liquidity conditions, or overall market sentiment 即可得分。
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