ElvinSun
2025-07-25 21:28Q3這么寫(xiě)可以嗎？Increase. An increasing Proportion of active lives to retired lives means the number of people who make contribution to the pension plan is more the the number of people who get disctribution from the plan, so the plan's value of asset is growing faster than the value of liability, makes the plan in a status closer to overfunded.雖然沒(méi)有提到duration。
所屬：CFA Level III > Portfolio Construction 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
2025-08-22 14:57
該回答已被題主采納
同學(xué)，上午好。這樣寫(xiě)不對(duì)，和duration完全的不一樣的角度。要站在債券角度思考，如果一支債券現(xiàn)金流發(fā)生的時(shí)間延長(zhǎng)，那么債券的久期就會(huì)增加。換到這里，年輕人增加，未來(lái)需要支付養(yǎng)老金的時(shí)間就往后，整體養(yǎng)老金的久期就會(huì)增加。就是 An increasing Proportion of active lives will increase duration。
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