问题如下图:
选项:
A.
B.
C.
请问这个知识点在强化班哪个视频里?NO.PZ201701230200000202 问题如下 2. In presenting Investment 1, using Shire Gate Aisers’ interest rate outlook, Smith coulshow thring the yielcurve provis a totreturn this most likely: A.lower ththe return on a maturity-matching strategy. B.equto the return on a maturity-matching strategy. C.higher ththe return on a maturity-matching strategy. C is correct.When the spot curve is upwarsloping anits level anshape are expecteto remain constant over investment horizon (Shire Gate Aisers’ view), buying bon with a maturity longer ththe investment horizon (i.e., ring the yielcurve) will provi a totreturn greater ththe return on a maturity-matching strategy. Shire Gate Aisers recently publishea report for its clients stating its belief that, baseon the weakness in the financimarkets, interest rates will remain stable, the yielcurve will not change its level or shape for the next two years, answsprea will also remain unchange这段描述哪里提到收益率曲线向上倾斜?
NO.PZ201701230200000202 我以为是yielcurve 不会upwar会是flat的,所以就选择return 低于。所以stable unchange的意思就是upwar嘛
我觉得这道题和上课讲的例题原理是不一样的。 上课讲的题,是把 A.投资期 5 年,持有 5 年,和 投资期 30 年,持有 5 年对比,这样ring the yielcurve 就有更多收益 这道题是,把 A.投资期 2 年,持有 2 年,和 投资期 2 年,持有 1 年对比.投资期其实是一样长的,根据无套利原理,其实这种情况下 ring the yielcurve 和 matching-maturity 收益应该是一样的。 所以这道题应该选 B 不是吗
请问这个知识点在强化班哪个视频里提到的?