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Yuhao · 2025年02月08日

地域不同为啥不考虑

NO.PZ2018120301000029

问题如下:

Molly explains that, in order to evaluate the asset allocation process, fixed-income portfolios should have an appropriate benchmark. Leah asks for benchmark advice regarding DFC’s portfolio of short-term and intermediate-term bonds, all denominated in US dollars. Molly presents three possible benchmarks in Exhibit 2.


Based on DFC’s bond holdings and Exhibit 2, Molly should recommend:

选项:

A.

Benchmark 1.

B.

Benchmark 2.

C.

Benchmark 3.

解释:

Correct Answer: B

B is correct. DFC has two types of assets, short term and intermediate term. For the short-term assets, a benchmark with a short duration is appropriate. For the intermediate-term assets, a benchmark with a longer duration is appropriate.

In this situation, DFC may wish to combine several well-defined sub-benchmark categories into an overall blended benchmark (Benchmark 2). The Bloomberg Barclays Short-Term Treasury Index is an appropriate benchmark for the short-term assets, and SD&R uses a 50% weight for this component. The longer-duration Bloomberg Barclays US Corporate Bond Index is an appropriate benchmark for the intermediate-term assets, and SD&R uses a 50% weight for this component. As a result, Molly should recommend proposed Benchmark 2.

因为题目中不是说全部是us的,但是3中有Europe的,那2中50%也有不少eur的,这个影响不考虑么,还只是说因为地区不同一定不如期限的影响大

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2024-04-25 13:04 1 · 回答

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2022-10-25 20:25 1 · 回答