问题如下:
Under what circumstances is the carry roll-down the same for the following three assumptions: (a) forward rates are realized, (b) term structure is unchanged, and (c) yield to maturity is unchanged?
选项:
解释:
If the term structure is flat, the carry roll-down will be the same for all three definitions.
老师能不能详细讲一下这个题目是怎么玩的,看答案很简单,但是不能理解。。谢谢