NO.PZ202309170100003402
问题如下：
A week later, real yields increase by 10bps and the market’s expectation of inflation decreases by 10bps. Which of the following statements correctly describes the impact on the aggregate portfolio resulting from these changes?
选项：
A.Since the increase in the real yield perfectly offsets the decrease in expected inflation, there is no impact. B.Since the DV01-neutral hedge immunizes the position against small changes in expected inflation and real yields, there is no impact. C.Since the DV01-neutral hedge immunizes the portfolio against small changes in the spread between nominal and real yields, there is no impact. D.Since changes in the real yield and the nominal yield are not one-to-one, there is an impact.解释：
如题
