張同學(xué)
2018-10-30 11:19Hirji also proposes the following duration-neutral trades for the French institutional client: Long/short trade on 1-year and 3-year Canadian government bonds Short/long trade on 10-year and long-term Canadian government bonds (Institute 214) Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file. 老師您好！reading24課后題中這個condor要求duration-neutral，而不是教材中寫的“money duration neutral”，后面的2s的allocation計算是依照money duration neutral計算的，不嚴謹？
所屬：CFA Level III > Private Wealth 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
Sherry Xie助教
2018-10-30 14:03
該回答已被題主采納
同學(xué)你好，建議不要咬文嚼字，都是求Money duration neutral的意思。
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