NO.PZ202305230100005407
问题如下:
For the two bonds under consideration, would analytical duration estimates or empirical duration estimates be most appropriate in conducting your analysis?
选项:
A.Analytical duration estimates
Empirical duration estimates
Either type of estimate would be appropriate
解释:
B is correct. Since both Bond A and Bond B are corporate bonds, they have credit risk, and as such, empirical duration would be the most appropriate because benchmark yields and credit spreads may not be positively correlated.
如题