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人小匀🍭 · 2022年02月27日

这道题是不是用的是旧考纲算法?

* 问题详情,请 查看题干

NO.PZ201812020100000205

问题如下:

Based on Exhibit 2, the total expected return of the fund’s global bond portfolio is closest to:

选项:

A.

0.90%.

B.

2.20%.

C.

3.76%.

解释:

B is correct .

The total expected return is calculated as:

Total expected return = Rolling yield + E(Change in price based on investor’s yield and yield spread view) – E(Credit losses) + E(Currency gains or losses) Rolling yield = Yield income + Rolldown return

新考纲中没有credit loss这一项

1 个答案

pzqa015 · 2022年02月27日

嗨,从没放弃的小努力你好:


是的

这是就考纲的解法,忽略吧。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

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