NO.PZ2020011303000235
问题如下:
How is the par yield KR01 measure for a portfolio converted into a duration measure?
选项:
A.It is divided by 10,000 and multiplied by the value of the portfolio.
B.It is multiplied by 10,000 and divided by the value of the portfolio.
C.It is multiplied by the value of the portfolio and divided by 10,000.
D.It is divided by the value of the portfolio and multiplied by 10,000.
解释:
It is multiplied by 10,000 and divided by the value of the portfolio.
题目问:如何将一个组合的par yield KR01 measure转化为duration measure?
乘10,000之后除以组合的value。
选项B和D有什么区别?