SophieZ · 2023年08月10日

这个题目是不是条件不全

1. CFA III
2. Fixed Income

* 问题详情，请 查看题干

NO.PZ202303270300005702

问题如下：

(2) The current butterfly spread for the Australian government yield curve based upon the manager’s portfolio choices is:

选项：

A.

83 bps.

B.

28 bps.

C.

−28 bps.

解释：

C is correct. The butterfly spread is equal to twice the medium-term yield minus the short-term and long-term yields, butterfly spread = -0.28% + (2 * 0.55%) - 1.10%.

这个题目是不是条件不全？