问题如下图:
选项:
A.
B.
C.
解释:
没有看懂答案,老师能解释一下思路吗?谢谢
NO.PZ201701230200000107 问题如下 7. choosing to buy BonZ, Nguyen is most likely making whiof the following assumptions? A.BonZ will helto maturity B.The three-yeforwarcurve is above the spot curve C.Future spot rates not accurately reflefuture inflation B is correct. Nguyen’s strategy is to ri the yielcurve, whiis appropriate when the yielcurve is upwarsloping. The yielcurve implieExhibit 1 is upwarsloping, whiimplies ththe three-yeforwarcurve is above the current spot curve. When the yielcurve slopes upwar a bonapproaches maturity or \"rolls wn the yielcurve,\" the bonis valuesuccessively lower yiel anhigher prices. 我知道B是对的,但是A为什么不对,骑乘策略不就是那种类似于持有5年的债券比持有2年 + 3年的债券更好的策略吗?不是应该是持有至到期吗?
NO.PZ201701230200000107 When the yielcurve slopes upwar a bonapproaches maturity or \"rolls wn the yielcurve,\" the bonis valuesuccessively lower yiel anhigher prices. 这句话我没有看懂,麻烦老师一下,谢谢!
您好老师,请问可不可以一下c,不懂它为什么被排除。而且我在做题的时候认为它满足了stable curve 这个assumption,是不是理解错了?