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Anne · 2025年05月30日

请问这道题考的哪个知识点,可以贴一下对应的讲义吗,谢谢

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NO.PZ202209060200004504

问题如下:

Is West’s two-section report regarding the top-down approach most likely correctly structured?

选项:

A.No, she is incorrect with respect to the risk measurement factors. B.Yes C.No. She is incorrect with respect to the macro factors.

解释:

Solution

C is correct. West is incorrect with respect to the macro factors. Key rate durations do not form a macro factor used in the top-down approach to select securities or sectors using relative value. Key rate durations are used by a portfolio manager to measure a portfolio’s exposures to non-parallel yield curve changes.

A is incorrect because West is correct regarding the risk measurements.

B is incorrect because West is incorrect regarding macro factors.

请问这道题考的哪个知识点,可以贴一下对应的讲义吗,谢谢

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