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Betty-Che · 2023年06月09日

CDX Financials subindex 是什么呀

  1. CFA III
  2. Fixed Income

NO.PZ2021120102000025

问题如下：

Which of the following credit portfolio positioning strategies is the most appropriate to underweight the financial sector versus an index?

选项：

A.

Purchase protection on the CDX and sell protection on the CDX Financials subindex.

B.

Sell protection on the CDX and purchase protection on the CDX Financials subindex.

C.

Purchase a payer option on the CDX and sell protection on the CDX Financials subindex.

解释：

B is correct. Selling protection on the CDX index is a “long” credit spread risk position, while purchasing protection on the CDX Financials subindex is a “short” credit spread risk position, leaving the investor with a long index position without exposure to financial reference entities in the CDX index. Both A and C increase exposure to financial sector issuers.

如题


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pzqa015 · 2023年06月09日

嗨，从没放弃的小努力你好：


保护financial 这个子行业相关主体信用风险的CDS指数。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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