题目:Scenario 1 Sell all bonds in the Fund except the 2- year and 30- year bonds,
and increase positions in these two bonds while keeping duration
neutral to the benchmark.
问题:18 The yield curve expectation that Abram’s supervisor targets with Scenario 1 is most likely a:
A flattening yield curve.
B reduction in yield curve curvature.
C 100 bps parallel shift downward of the yield curve.
提问:
在题目条件中只保留短期2年和长期30年,所以应该是选择barbell>bullet的情形,B排除
选项A和C都会导致barbll > bullet,为什么选项是A而不是C?