18:35 (2X)
如图1,老师最后总结是说enhanced index是match duration就行,不需要match weight.
但是如图2 ,也属于enhanced index的方式,但是老师说过要match index里每类债券的wi*SDi (也就是match每类债券的spread duration contribution), 那就不仅match了key duration,也match了weight。
所以,enhanced index到底是match duration,还是既要match duration也要match weight?