Yuphy
2023-08-31 14:15請(qǐng)問(wèn)第二問(wèn)中除了討論利率變化外, 同時(shí)回答 Portfolio B can benefit from lower interest rate volatility due to lower convexity. Portfolio A can benefit from higher interest rate volatility due to higher convexity.在考試中能合理得分嗎?
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
2023-08-31 16:11
該回答已被題主采納
同學(xué),下午好。能得分,但不能得全,因?yàn)闆]說(shuō)全。建議仿寫解析A steeper yield curve and low volatility favors a bullet portfolio
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回復(fù)Simon:請(qǐng)問(wèn)為何steepen yield curve是favor bullet?
