NO.PZ201701230200000307
问题如下:
7. Based on Exhibit 1, the results of Analysis 2 should show the yield on the five-year bond:
选项:
A.decreasing by 0.8315%.
B.decreasing by 0.0389%.
C.increasing by 0.0389%.
解释:
C is correct.
Because the factors in Exhibit 1 have been standardized to have unit standard deviations, a one standard deviation decrease in both the level factor and the curvature factor will lead to the yield on the five-year bond increasing by 0.0389%, calculated as follows:
Change in five-year bond yield = 0.4352% - 0.3963% = 0.0389%.
老师,请问什么情况下需要考虑权重啊,计算价格变化的那个公式是考虑了权重后的加权平均数,为什么这道题不用加权呢?
谢谢老师啦!