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lindahmc · 2018年02月17日

问一道题:NO.PZ201712110200000507 第7小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

选项:

A.

B.

C.

请问为什么C是错的,然后B是怎么看出来的,这两个CDS我都不认识,是书上有的吗?谢谢!
1 个答案
已采纳答案

李宗_品职助教 · 2018年02月25日

你好童鞋,这道题有问题,C也是正确的。

对于B,何老师视频里特地提到啦,属于index, 讲义里也有:The two most commonly traded regions are North America and Europe. North American indexes are identified by the symbol CDX, and European, Asian, and Australian indexes are identified as iTraxx.
Within each geographic category are investment-grade and high-yield indexes. The former are identified as CDX IG and iTraxx Main, each comprising 125 entities. The latter are identified as CDX HY, consisting of 100 entities, and iTraxx Crossover, consisting of up to 50 high-yield entities.

lindahmc · 2018年02月25日

好的,谢谢!

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