Shawnxz · 2024年05月04日
* 问题详情，请 查看题干
NO.PZ202112010200000107
问题如下：
The current butterfly spread for the Australian government yield curve based upon the manager’s portfolio choices is:
选项：
A.83
bps.
28 bps.
-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, or -28 bps, or -0.28% + (2 × 0.55%) - 1.10%).
如题
pzqa31 · 2024年05月05日
嗨，从没放弃的小努力你好：
butterfly spread与butterfly position是两回事哈。这道题是让求的是butterfly spread.
butterfly spread=2△rmt-（△rst+△rlt），所以，增加butterfly spread是收益率曲线中期增加，长短期下降
positive butterfly ，是st、lt头寸增加，mt头寸减少，可以形象比喻为蝴蝶翅膀向上，反之，是negative butterfly。
----------------------------------------------虽然现在很辛苦，但努力过的感觉真的很好，加油！
NO.PZ202112010200000107 问题如下 The current butterfly sprefor the Australigovernment yielcurvebaseupon the manager’s portfolio choices is: A.83bps. B.28 bps. C.-28 bps. C is correct. Thebutterfly spreis equto twithe meum-term yielminusthe short-term anlong-term yiel, or -28 bps, or -0.28% + (2 × 0.55%) -1.10%). 求问这里列示的三个国债的coupon rate和yiel对应/逻辑关系是怎样的
NO.PZ202112010200000107问题如下 The current butterfly sprefor the Australigovernment yielcurvebaseupon the manager’s portfolio choices is: A.83bps.B.28 bps.C.-28 bps. C is correct. Thebutterfly spreis equto twithe meum-term yielminusthe short-term anlong-term yiel, or -28 bps, or -0.28% + (2 × 0.55%) -1.10%). 何老师讲“向上扇动翅膀”是说哪个知识点来着？
