溫同學(xué)
2021-07-13 21:29相關(guān)性上升,應(yīng)該買投機(jī)級吧,相關(guān)性下降應(yīng)該買優(yōu)先級吧,所以怎么也不會說中間層有相對價(jià)值優(yōu)勢呀?
所屬:CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Chris Lan助教
2021-07-14 09:57
該回答已被題主采納
同學(xué)你好
協(xié)會這句話勘誤了。正確的內(nèi)容如下:
“If the correlation of the expected defaults on the CDO collateral of the senior and subordinated traches is positive, the relative value of the equity tranche compared with the senior and mezzanine tranches will increase.”
