[一級(jí)固定收益] Empirical duration is likely the best measure of the impact of yield changes on portfolio value especially under stressed market conditions for a portfolio consisting of: A 100% sovereign bonds of several AAA rated euro area issuers. B 100% covered bonds of several AAA rated euro area corporate issuers. C 25% AAA rated sovereign bonds 25% AAA rated corporate bonds and 50% high-yield (i.e. speculative-grade) corporate bonds all from various euro area sovereign and corporate issuers.

iunim 發(fā)布于：2022-05-08 15:48:34 瀏覽709次   CFA CFA一級(jí)
請(qǐng)問(wèn)能講解一下這種題嗎
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suyu 發(fā)布于2022-05-09 18:43:08

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