穆同學
2024-01-18 21:31老師這個題沒太看懂
所屬:CFA Level III > Fixed-Income Portfolio Management 視頻位置 相關試題
來源: 視頻位置 相關試題
1個回答
梁雪助教
2024-01-19 21:41
該回答已被題主采納
同學你好,
Selling protection on the CDX is a “l(fā)ong” credit spread risk position,while purchasing protection on the CDX Financials subindex is a “short” credit spread risk position(買保護轉移風險,降低了CDX Financials subindex的風險敞口). 因此使得該策略underweight the financial sector versus an index.
