undefinable
2023-05-17 23:29關(guān)于roll down return 藍(lán)色的這句話錯(cuò)在哪里
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(gè)回答
Simon助教
2023-05-18 09:06
該回答已被題主采納
同學(xué),早上好。這句話錯(cuò)在regardless of yield curve changes,應(yīng)該是假設(shè)yield curve stable。
The rolldown return, sometimes referred to as “rolldown and carry return,” results from the bond “rolling down” the yield curve as the time to maturity decreases.
