roll down return的描述

NO.PZ202209060200004304问题如下Is the footnote Moynahinclus on page 4 most likely correct?A.Yes.B.No, with respeto bonprices.C.No, with respeto roll wn return.SolutionC is correct. The footnote Moynahinclus on page 4 is incorrewith respeto roll wn return. The roll wn return is equto the bons percentage prichange assuming unchangeyielcurve over the strategy horizon. The roll wn return results from the bon“rolling wn” the yielcurve the time to maturity creases. time passes, a bons pritypically moves closer to par.A is incorrect. Moynahan’s footnote regarng the yielcurve is not accurate.B is incorrect. Moynahan’s footnote with respeto bonprices is accurate.Tom Gayle, Moynahan's superior, stops byMoynahan's office. Moynahshares hispresentation with Gayle, who suggests thpage 4inclu a scussion about expectereturns. Theyci to outline example of a recent bonra where they bought a $100 pvalue bonata premium. Moynahpresents a compositionof the bons expectereturns tailing variouscomponents anfocuses on roll wn return. Heas the following footnote: \"The roll wn returnmonstrates how the priof a bontypicallymoves closer to pregaress of yielcurvechanges over the strategy horizon.\"

NO.PZ202209060200004304 问题如下 Is the footnote Moynahinclus on page 4 most likely correct? A.Yes. B.No, with respeto bonprices. C.No, with respeto roll wn return. SolutionC is correct. The footnote Moynahinclus on page 4 is incorrewith respeto roll wn return. The roll wn return is equto the bons percentage prichange assuming unchangeyielcurve over the strategy horizon. The roll wn return results from the bon“rolling wn” the yielcurve the time to maturity creases. time passes, a bons pritypically moves closer to par.A is incorrect. Moynahan’s footnote regarng the yielcurve is not accurate.B is incorrect. Moynahan’s footnote with respeto bonprices is accurate. 这道题说regaress of yielcurve change,不就是跟答案里\"assuming unchangeyielcurve是一个意思吗？另外，““rollwn ancarry return,” resultsfrom the bon“rolling wn” the yielcurve the time to maturity creases”，这个意思是，越接近到期日，rollwn return越低的意思吗？

NO.PZ202209060200004304 问题如下 Is the footnote Moynahinclus on page 4 most likely correct? A.Yes. B.No, with respeto bonprices. C.No, with respeto roll wn return. SolutionC is correct. The footnote Moynahinclus on page 4 is incorrewith respeto roll wn return. The roll wn return is equto the bons percentage prichange assuming unchangeyielcurve over the strategy horizon. The roll wn return results from the bon“rolling wn” the yielcurve the time to maturity creases. time passes, a bons pritypically moves closer to par.A is incorrect. Moynahan’s footnote regarng the yielcurve is not accurate.B is incorrect. Moynahan’s footnote with respeto bonprices is accurate. 如题