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石头鱼170 · 2017年04月21日

问一道题:NO.PZ201701230200000307 第7小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

老师,请问这个题为什么不选B?代入公式时,加和-DX,前面有个负号,level项自带负号,又是减少,所以level项目前面符号为负,同理曲度项前面为正,所以最后加和为负选B

1 个答案

maggie_品职助教 · 2017年04月22日

这道题代入公式就可以了:

yield的变化=-DLXL-DCXC=-(-0.4352%)-(0.3963%)=0.4352%-0.3963%=0.0389%




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