答案没读懂 ? B讲的是个什么结构?
问题如下图:
选项:
A.
B.
C.
D.
解释:
NO.PZ2016082405000098 Whiof the following statements about subprime mortgages is true? Subprime mortgages: are typically fixerate obligations. often use the 2/28 or 3/27 hybristructure. forthe lenr to bemost of the interest rate risk. are simpler to analyze thcorporate bon. B Most subprimes are 2/28 or 3/27 structures where the fixecomponent is for two or three years. Hence, the remainr of the term (27 or 28 years) is variable anbears the majority of the interest rate risk. 1.这里是2,3的固定利率导致投资者承担了利率风险吗,还是28,27的浮动利率导致投资者承担了利率风险? 2.正常来说浮动的时候是不承担利率风险吧?对吗
照前面的,C应该也是对的,前面fix后面floating,承担更多的ir risk?
这个知识点好像讲义上没有看到。