问题如下图:
选项:
A.
B.
C.
解释:
老师,B项能多详细讲讲吗?何老师上课也是一笔带过。。。
NO.PZ2018062010000030 is less accurate when the yielcurve is less steeply slope is not applicable to portfolios thhave bon with embeeoptions. A is correct. The measure, calculating a bonportfolio’s ration the weighteaverage of the yielrations of the invibon, implicitly assumes a parallel shift to the yielcurve (all rates change the same amount in the same rection). In reality, interest rate changes frequently result in a steeper or flatter yielcurve. 如题,c也是组合加权求久期没有考虑到的啊,为什么不是缺点
老师,这道题可以再讲讲吗?不怎么懂,谢谢
为什么不选是不是portfolio 中的weighteaverage of yielration 可以用于embeeoptions。