[一級金融市場與產(chǎn)品] 老師，這道題不太懂，能講一下嗎

userld475h 發(fā)布于：2019-10-13 16:07:00 瀏覽405次   FRM FRM Part I
55 A bond portfolio consists of bonds with various maturities. The portfolio manager expects the yield curve to become steeper. In that case which of the following statements is correct?? ? （???? ） A. A strip hedge will be a more effective hedge than a stack hedge. B. A stack hedge will be a more effective hedge than a strip hedge.? ? C. A cross-hedge will be more effective than an immunization hedge. D. An immunization hedge will be more effective than a cross-hedge. Answer: A A stack hedge is less effective than a strip hedge if the yield curve undergoes any other move than a parallel shift.
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金老師 發(fā)布于2019-10-14 15:29:01

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