cici
2025-08-04 03:22Q9, government bond 為什么不能直接用題目中的yiled 3%
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Danyi助教
2025-08-07 17:03
該回答已被題主采納
同學(xué)你好,
因為題干最后寫到了Answer the first five questions based on the assumptions made by Marten Koning, the junior analyst. Answer subsequent questions based on the assumptions made by Daniela Ibarra, the senior analyst.
也就是1-5是基于第一個假設(shè)(no interest rate volatility and that the government bond yield curve is flat at 3%.)
后面的題目是基于第二個假設(shè)(upward-sloping yield curve,volatility of 20%.)
