A A is correct. A limitation of calculating a bond portfolio’s duration as the weighted average of the yield durations of the individual bonds is that this measure implicitly assumes a parallel shift to the yield curve (all rates change by the same amount in the same direction). In reality...
A limitation of calculating a bond portfolio’s duration as the weighted average of the yield durations of the individual bonds that compose the portfolio is that it: 相关知识点: 试题来源: 解析 assumes a parallel shift to the yield curve....
A limitation of calculating a bond portfolio’s duration as the weighted average of the yield durations of the individual bonds that compose the portfolio is that it: 选项: A:assumes a parallel shift to the yield curve. B:is not applicable to portfolios that have bonds with embedded options....
Bond DurationA formula is derived for calculating the duration of a fixed-coupon bond. The obtained formula is similar to that obtained by Babcock (1985) and Caks et al. (19doi:10.2139/ssrn.1161051Stylianos G. PaganopoulosSocial Science Electronic Publishing...
A、assumes a parallel shift to the yield curve. B、is less accurate when the yield curve is less steeply sloped. C、is not applicable to portfolios that have bonds with embedded options. D、空查看答案更多“A limitation of calculating a bond portfolio’s duration as the weighted average of ...
C. Putable bond.D. Convertible bond. 正确答案:A 分享到: 答案解析: The duration computation remains the same. The only difference between modified and effective duration is that effective duration is used for bonds with embedded options. Modified duration assumes that all the cash flows on the ...
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Total number of shares purchased is 34.286 for a total cost of $200. Average purchase price will be = $200/34.286 = 5.833. This is in fact the harmonic mean. We can use the harmonic mean formula to calculate this. The relationship between Harmonic Mean, Arithmetic Mean, and Geometric ...
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A.All four B.(i) and (ii) only C.(ii) and (iii) only D.(iii) and (iv) only 点击查看答案&解析进入小程序搜题 你可能喜欢 Duration is a measure of how long the bond holder has to wait for cash flows.() A.对 B.错 点击查看答案进入小程序搜题 一种抗抑郁药于1986年上市,由于其独...