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qboo · 2022年10月30日

请问题目问的是哪里的考点

NO.PZ2018120301000024

问题如下:

Toillustrate SD&R’s immunization approach for controlling portfolio interestrate risk, Molly discusses a hypothetical portfolio composed of two non-callable,investment-grade bonds. The portfolio has a weighted average yield- to-maturityof 9.55%, a weighted average coupon rate of 10.25%, and a cash flow yield of9.85%.

Thetwo-bond hypothetical portfolio’s immunization goal is to lock in a rate ofreturn equal to:

选项:

A.

9.55%.

B.

9.85%.

C.

10.25%.

解释:

Correct Answer: B

B is correct. Immunization is the process of structuring and managing a fixed-income portfolio to minimize the variance in the realized rate of return and to lock in the cash flow yield (internal rate of return) on the portfolio, which in this case is 9.85%.

请问题目问的是哪里的考点

1 个答案

pzqa015 · 2022年10月31日

嗨,爱思考的PZer你好:


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虽然现在很辛苦,但努力过的感觉真的很好,加油!