NO.PZ2023120801000085
问题如下：
One limitation as to why using the average duration of the bonds in a portfolio does not properly reflect that portfolio's yield curve risk is that the approach assumes:
选项：
A.
a non-parallel shift in the yield curve
B.
all the bonds have the same discount rate
C.
a parallel shift in the yield curve
解释：
Correct Answer: C
A limitation to using the average duration approach in calculating portfolio duration is that it assumes all interest rates across the yield curve change by the same amount and, therefore, each bond's price changes by the same percentage.
请问能够反映组合的yield curve的变化的合适的方法应该是什么？如果题目中的方法有局限性不太合适的话
