NO.PZ2016070201000051
问题如下：
If a trader is creating a fixed income hedge, which hedging methodology would be least effective if the trader is concerned about the dispersion of the change in the nominal yield for a particular change in the real yield?
选项：
A.One-variable regression hedge.
B.DV01 hedge.
C.Two-variable regression hedge.
D.Principal components hedge.
解释：
The DV0l hedge assumes that the yield on the bond and the assumed hedging instruments rises and falls by the same number of basis points; so with a DV01 hedge, there is not much the trader can do to allow for dispersion between nominal and real yields.
想问一下不选择A的理由是因为one-factor的包含了DV01这种，同时也有考虑了curve risk的regression hedge类型嘛？
