Jiang
2022-05-05 02:55關(guān)于D選項原話是這樣的:“At the same time, the correlations decreased for CDOs of investment grade bonds. The lower correlations in the mezzanine tranche led to losses for hedge funds that were long the mezzanine tranche.” 那D應(yīng)該是對的嗎?
所屬:FRM Part II > Market Risk Measurement and 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
Yvonne助教
2022-05-05 10:43
該回答已被題主采納
同學(xué)你好,這里D選項是正確的,這里senior tranche的情況實際上和mezzanine tranche的情況是類似的。
