Re: duration of a portfolioLion, Gaetan
单项选择题One reason why the duration of a portfolio of bonds does not properly reflect that portfolio’s yield curve risk is that the duration measure:() A.ignores differences in coupon rates across bonds. B.assumes all the bonds have the same discount rate. ...
duration of portfolio Linguee +人工智能=DeepL翻译器 翻译较长的文本,请使用世界上最好的在线翻译! ▾ 英语-中文正在建设中 duration名— 期限名 · 会期名 · 年期名 duration— 持续时间 · 长短 portfolio名— 投资组合名 · 产品组合名 · 代表作品集名...
53.One reason why the duration of a portfolio of bonds does not properly reflect that portfolio's yield curve risk is that the duration measure:A: A.assumes all yields change by the same amount.B: B.Assumes all the bonds have the same discount rate.C: C.Ignores differences in coupon ...
If a fixed-income portfolio manager wants to double the duration of a portfolio with a swap that has the same duration as the portfolio, then the notional principal would be:A. half the value of the portfolio.B. twice the value of the portfolio.C. equal to the value of the portfolio....
One reason why the duration of a portfolio of bonds does not properly reflect that portfolio’s yield curve risk is that the duration measure:A.ignores differences in coupon rates across bonds.B.assumes all the bonds have the same discount r..
更多“One reason why the duration of a portfolio of bonds does not properly reflect that por”相关的问题 第1题 One reason why Shakespeare's Hamlet is such a successful play is that ___. A.it appeals differently to people B.different people are appealed C.it appeals to many different...
duration is most accurate as a measure of interest rate risk for a bond portfolio when the slope of the yield curve: a.increases. b.decreases. c.stays the same. 点击查看答案 第4题 you are currently holding a portfolio of bonds. interest rates are expected to increase ov er the next ...
Portfolio duration is best described as the: A. sensitivity of a portfolio’s value to changes in the term structure of interest rates. B. sensitivity of a portfolio’s value to equal changes in yield for all the bonds in the portfolio. C. arithmetic mean of the durations of each bond ...
解析 C Given the key rate durations for an equally weighted bond portfolio, effective duration for a parallel shift in the yield curve is the sum of the individual rate durations.In this case, the portfolio effective duration is 11.91.