题目如下:
Alan also proposes the following duration-neutral trades for the client:
- Long/short trade on 1-year and 3-year government bonds;
- Short/long trade on 10-year and long-term government bonds.
Q. Which yield curve forecast will most likely result in the highest profit for Alan’s proposed duration-neutral trades?
- Increase in curvature (correct)
- Decrease in curvature
- Parallel downward shift
请问此题如何画图求解? 谢谢.