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cfaer · 2017年05月26日

[CFA III][Asset]CFA 3 2017 AFTERNOON MOCK Q24 inflation疑问?

[CFA III][Asset]CFA 3 2017 AFTERNOON MOCK Q24

答案选B Mishum

Mishum: Todd:
Filbert:
“We should design a benchmark that includes several bond funds, some inflation-sensitive securities, has a weighted average duration of 14 years, and su cient liquidity to meet the lump sum payouts.”




但题中

No new employees will be added to the plan and existing vested employees will no longer accrue additional benefits.

Current retired bene ciaries will continue to receive their normal flat, monthly payments.

答案需要REAL RATE BOND(inflation-sensitive )

需要NOMINAL BOND(no longer accrue additional benefits,normal flat)就够了呀




        



cfaer · 2017年05月26日

此题是何老师在 经典通关题 SS8-9 Asset Allocation Reading 19 Market Indexes and Benchmarks 讲述的

1 个答案
老师答案

首先一个normal flat也有可能是实际购买力是flat的,那就是inflation-adjusted。其次这题也没那么严谨,他第一句话主要想说的是liability-based benchmark,没考虑那么多,那么这三句话当中,相对来讲这句话更对,所以就选它了

何旋hexuan · 2017年05月26日

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