问一道题：NO.PZ2018091701000077-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ2018091701000077 问题如下 Smith ha bonportfolio whiconsists two zero-coupon bon. Bon1 ha ration of 3.5 year, anthe market value is $47.5 million. Bon2 ha ration of 12 year, the market value is $52.5 million. The range of portfolio asset weights must within 45%-55%. He must remain fully investeall times. It is expecteththe yielcurve will parallel shift 20upwar To rethe interest rate risk, Smith shoul Buy $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $2.5 million Bon1 aninvest $2.5 million in Bon2 B is correct.考点fixeincome exposure measures。解析 ration是衡量利率风险的指标。为了降低利率风险，也就是减小ration ， Smith应该卖掉ration大的债券，购买ration小的债券。具体的金额不超过资产比重在45%-55%之间的这个范围限制。所以Bon2的卖出上限是52.5-45=7.5 million ，同时购买相同金额的Bon1 。？

2023-12-18 22:59 1 · 回答

NO.PZ2018091701000077问题如下 Smith ha bonportfolio whiconsists two zero-coupon bon. Bon1 ha ration of 3.5 year, anthe market value is $47.5 million. Bon2 ha ration of 12 year, the market value is $52.5 million. The range of portfolio asset weights must within 45%-55%. He must remain fully investeall times. It is expecteththe yielcurve will parallel shift 20upwar To rethe interest rate risk, Smith shoul Buy $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $2.5 million Bon1 aninvest $2.5 million in Bon2 B is correct.考点fixeincome exposure measures。解析 ration是衡量利率风险的指标。为了降低利率风险，也就是减小ration ， Smith应该卖掉ration大的债券，购买ration小的债券。具体的金额不超过资产比重在45%-55%之间的这个范围限制。所以Bon2的卖出上限是52.5-45=7.5 million ，同时购买相同金额的Bon1 。卖出上限为什么是那两个值相减？

2023-10-17 20:29 1 · 回答

NO.PZ2018091701000077问题如下 Smith ha bonportfolio whiconsists two zero-coupon bon. Bon1 ha ration of 3.5 year, anthe market value is $47.5 million. Bon2 ha ration of 12 year, the market value is $52.5 million. The range of portfolio asset weights must within 45%-55%. It is expecteththe yielcurve will parallel shift 20upwar To rethe interest rate risk, Smith shoul Buy $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $2.5 million Bon1 aninvest $2.5 million in Bon2 B is correct.考点fixeincome exposure measures。解析 ration是衡量利率风险的指标。为了降低利率风险，也就是减小ration ， Smith应该卖掉ration大的债券，购买ration小的债券。具体的金额不超过资产比重在45%-55%之间的这个范围限制。所以Bon2的卖出上限是52.5-45=7.5 million ，同时购买相同金额的Bon1 。为什么利率上升时，要减少ration大的债券的比重？这道题目是什么意思

2023-04-19 10:16 1 · 回答

NO.PZ2018091701000077 问题如下 Smith ha bonportfolio whiconsists two zero-coupon bon. Bon1 ha ration of 3.5 year, anthe market value is $47.5 million. Bon2 ha ration of 12 year, the market value is $52.5 million. The range of portfolio asset weights must within 45%-55%. It is expecteththe yielcurve will parallel shift 20upwar To rethe interest rate risk, Smith shoul Buy $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $2.5 million Bon1 aninvest $2.5 million in Bon2 B is correct.考点fixeincome exposure measures。解析 ration是衡量利率风险的指标。为了降低利率风险，也就是减小ration ， Smith应该卖掉ration大的债券，购买ration小的债券。具体的金额不超过资产比重在45%-55%之间的这个范围限制。所以Bon2的卖出上限是52.5-45=7.5 million ，同时购买相同金额的Bon1 。因为range是45-55，那么BON最多不是可以都卖掉吗，假设有52.5，全卖掉也在range范围内，为什么减掉45，这代表什么含义呢，麻烦老师详细一下谢谢

2023-04-09 09:09 1 · 回答

Sell $7.5 million Bon2 aninvest $7.5 million in Bon1 Sell $2.5 million Bon1 aninvest $2.5 million in Bon2 B is correct. 考点fixeincome exposure measures。解析 ration是衡量利率风险的指标。为了降低利率风险，也就是减小ration ， Smith应该卖掉ration大的债券，购买ration小的债券。具体的金额不超过资产比重在45%-55%之间的这个范围限制。所以Bon2的卖出上限是52.5-45=7.5 million ，同时购买相同金额的Bon1 。这个7.5计算，我完全没明白…………45%不是一个权重吗？为什么直接减

2022-06-24 20:02 2 · 回答

问一道题：NO.PZ2018091701000077

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