问题如下:
Wang is a fixed-income analyst in a wealth management firm. He expects the yield curve will remain stable over the next 12 months. Suppose the investment horizon is 1 year and he wants to use the following components to calculate the return of the buy-and hold strategy. The following table shows the relevant information:
According to the information above, what is the total expected-return for the buy-and-hold strategy?
选项:
A.2.02%
B.2.79%
C.2.88%
解释:
B is correct
考点:利用收益率分解公式各Components计算Total expected return.
解析:由公式:
Total expected return = Yield income + Rolldown return + E(Currency gains or loses)
是否可以这样简便求解
因为是buy-and-hold策略, 则实际收益率为: 2.88% + (-0.1%) = 2.78%