金同學(xué)
2023-07-06 10:02官網(wǎng)題庫(kù)137的答案是不是錯(cuò)的呀？題上明明沒(méi)有說(shuō)234類(lèi)用相同的方法呀！人家說(shuō)的是用Effective Duration 呀
所屬：CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2023-07-06 10:21
該回答已被題主采納
同學(xué)，上午好。
234類(lèi)使用Effective duration是Shrewsbury說(shuō)的，Shrewsbury說(shuō)的是正確的所以AC不選。B是錯(cuò)的，Sliver說(shuō)的內(nèi)容如下：
題干中Silver tells Shrewsbury, “... ... Clients with liability types such as those listed in Exhibit 1 use yield statistics, such as macaulay, modified duration, money durations, and the present value of a basis point (PVBP), when implementing immunization strategies.”
Sliver說(shuō)1234類(lèi)（such as those listed in Exhibit 1）用的都是macaulay, modified duration, money durations，PVBP這些。但是只有TypeI 可以用macaulay, modified duration,money duration，PVBP。234類(lèi)要使用effective duration。
0
0
0
0
