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Marina_0122 · 2022年12月11日

bump problem这个知识点在哪里

NO.PZ2018120301000018

问题如下:

The third project for Serena is to make a significant direct investment in broadly diversified global bonds for Kiest’s pension plan. Kiest has a young workforce, and thus, the plan has a long-term investment horizon. Trey needs Serena’s help to select a benchmark index that is appropriate for Kiest’s young workforce. Serena discusses three benchmark candidates, presented in Exhibit 3


The global bond benchmark in Exhibit 3 that is least appropriate for Kiest to use is the:

选项:

A.

Global Aggregate Index.

B.

Global High Yield Index.

C.

Global Aggregate GDP Weighted Index.

解释:

Correct Answer: B

B is correct. Kiest has a young workforce and thus a long-term investment horizon. The Global Aggregate and Global Aggregate GDP Weighted Indexes have the highest durations (7.73 and 7.71, respectively) and would be appropriate for this group. Global High Yield is the least appropriate due to its relatively shorter duration.

bump problem这个知识点在哪里

1 个答案
已采纳答案

pzqa015 · 2022年12月11日

嗨,努力学习的PZer你好:


这是一个比较细微的知识点。

bump problem是指债务市值越大的发债主体,给的权重越大。

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