问题如下图:
选项:
A.
B.
C.
为何A不对?在收益率曲线稳定时,buy and hold也是一种策略呀NO.PZ201812020100000801 A为什么不对?
NO.PZ201812020100000801 increase convexity. ri the yielcurve. C is correct. SinAbrexpects the curve to remain stable, the yielcurve is upwarsloping anthe Funs ration is neutrto its benchmark. Her best strategy is to ri the yielcurve anenhanreturn capturing priappreciation the bon shorten in maturity.请问,题干里abram只提了对收益率曲线stable的预期,没有提upwarsloping,应该怎么判断?谢谢
NO.PZ201812020100000801 increase convexity. ri the yielcurve. C is correct. SinAbrexpects the curve to remain stable, the yielcurve is upwarsloping anthe Funs ration is neutrto its benchmark. Her best strategy is to ri the yielcurve anenhanreturn capturing priappreciation the bon shorten in maturity. 为什么ring the yielcurve 的收益率更高
A可以么?