137****6108
2023-12-22 21:54請講一下
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個回答
Simon助教
2023-12-23 10:28
該回答已被題主采納
同學(xué)，上午好。
Shrewsbury說234類負(fù)債使用Effective duration，Shrewsbury說的是正確的，所以AC不選。B是錯的，選B。
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1234類（such as those listed in Exhibit 1）用的都是macaulay, modified duration, money durations，PVBP這些。但是只有Type 1可以用macaulay, modified duration,money duration，PVBP。234類負(fù)債要使用effective duration。所以sliver說的是錯的。
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