为什么2年期的债券的money duration要和长期的想等呢，正常不应该是买入的2年期和长期的money duration之和，于卖出的两个中期之和想等吗
问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2019103001000047 请问老师什么时候用BPV、什么时候用money ration、什么时候用PVBP，有点混乱了。
NO.PZ2019103001000047 第一步，根据ration neutral求出买入的2年期和long-term债券各自权重4.78+8.89=1.97x+19.6(1-x)，得到x=34%, 1-x=66% 第二步，计算出买入长期债券的money ration=1960*150=294000，再除以权重66%，得出买入portfolia的money ration=445454 第三步，(445454*0.34)/197=769,得出买入769m的2年期债券
\"The C$150 million long-term bon have a money ration of C$150 × 1,960 = C$294,000\"，按照讲义说法，Money ration=MV*mofieration，为什么答案这里Money ration=MV*PVBP？
C$615 million C$1,492 million. C is correct. In orr to take ration-neutrpositions thwill profit from increase in the curvature of the yielcurve, Hirji shoulstructure a conr. This conr structure hthe following positions: long the 2-yebon, short the 5-yebon, short the 10-yebon, anlong the long-term bon. Hirji’s allocation to the 2-yebonposition is calculatefollows: The C$150 million long-term bon have a money ration of C$150 × 1,960 = C$294,000 Allocation to 2-yebon= Money ration of long-term bon/PVof 2-yebon2-yebonposition = C$294,000/197 = 1,492.39 or C$1,492 million是不是所有conr中，4个债券的money ration都相等，不仅仅局限于这道题？
