问题如下:
Li is a junior fixed-income analyst in a wealth management firm. By using each component, Li wants to compute the total expected return for a portfolio. The relevant information is shown below:
According to the information above, what is the total expected return of this portfolio?
选项:
A. 2.05%
B. 2.459%
C. 2.451%
解释:
B is correct.
考点:根据各Component计算Expected return
解析:计算各个Component的变化,注意本题没有给出Expected loss和Expected currency gains or loss,默认没有这两部分。
题里哪里说含权了鸭0.0 我先代的modified duration 选项没有才换的 但是不太懂这是为啥。。。十分钟前还在另一个类似的题假装预先问了这个。。。没想到这后面就考红红火火恍恍惚惚