Fullhouse007 · 2022年08月14日
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NO.PZ202112010200000107
问题如下：
The current butterfly spread for the Australian government yield curve based upon the manager’s portfolio choices is:
选项：
A.83
bps.
28 bps.
-28 bps.
解释：
C is correct. The butterfly spread is equal to twice the medium-term yield minus the short-term and long-term yields, or -28 bps, or -0.28% + (2 × 0.55%) - 1.10%).
求问这里列示的三个国债的coupon rate和yield的对应/逻辑关系是怎样的
NO.PZ202112010200000107 问题如下 The current butterfly sprefor the Australigovernment yielcurvebaseupon the manager’s portfolio choices is: A.83bps. B.28 bps. C.-28 bps. C is correct. Thebutterfly spreis equto twithe meum-term yielminusthe short-term anlong-term yiel, or -28 bps, or -0.28% + (2 × 0.55%) -1.10%). 如题
NO.PZ202112010200000107问题如下 The current butterfly sprefor the Australigovernment yielcurvebaseupon the manager’s portfolio choices is: A.83bps.B.28 bps.C.-28 bps. C is correct. Thebutterfly spreis equto twithe meum-term yielminusthe short-term anlong-term yiel, or -28 bps, or -0.28% + (2 × 0.55%) -1.10%). 何老师讲“向上扇动翅膀”是说哪个知识点来着？
