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Yuyu · 2023年01月08日

这里不需要把THB当成外币,考虑本币升值贬值的影响吗?

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NO.PZ202112010200000803

问题如下:

Which of the following statements best describes how the expected total return results would change if THB yields were to rise significantly over the investment horizon?

选项:

A.

Both the Buy-and-Hold and Yield Curve Rolldown expected portfolio returns would increase due to higher THB yields.

B.

Both the Buy-and-Hold and Yield Curve Rolldown expected portfolio returns would decrease due to higher THB yields.

C.

The Buy-and-Hold expected portfolio returns would be unchanged and the Yield Curve Rolldown expected portfolio returns would decrease due to the rise in yields.

解释:

C is correct.

In a higher THB yield scenario in one year, the Yield Curve Rolldown expected return would fall since a higher THB yield-to-maturity in one year would reduce the price at which the investor could sell the 1-year zero in one year.

The Buy-and-Hold portfolio return will be unaffected since the 1-year bond matures at the end of the investment horizon.

如题,如果THB收益率曲线上升,不需要考虑Rfx的变化吗?

1 个答案
已采纳答案

pzqa015 · 2023年01月08日

嗨,努力学习的PZer你好:


不需要的

没法判断RFX的变化。

----------------------------------------------
努力的时光都是限量版,加油!

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