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Esther🏵🎠🗝招财🐱 · 2022年11月13日

ladder portfolio

老师,这个知识点是ladder portfolio的衍生?可否注明是对应哪个知识点?并解析一下谢谢。


If Puhuyesva’s focus is avoiding credit quality deterioration, which of the South American debt indexes should most likely be chosen on the basis of the information in Exhibit 2?

  1. RFS
  2. DS
  3. BSCA

Solution

C is correct. Compared with other weighting schemes, such as equally weighted, value-weighted indexes are tilted toward issuers with higher levels of debt. The more an issuer or sector borrows, the greater the tilt toward that issuer in the index. Leverage and creditworthiness are negatively correlated, so a value-weighted index will be more susceptible to credit quality deterioration than an equally weighted index will be. BSCA is an equally weighted index, whereas the others are value weighted.

1 个答案

pzqa015 · 2022年11月13日

嗨,爱思考的PZer你好:


跟laddered无关,这是一个考察综合理解的题目

问的是如何规避信用状况恶化,那么分散化投资的效果最好,所以选C。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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