NO.PZ202501060100008503
问题如下:
Within Brown's investment horizon, the best estimate of the return on 7-year bonds is:
选项:
A.3.8%
B.4.2%
C.4.5%
解释:
B is correct. According to the knowledge learned, within a period equal to twice the modified duration of a bond, the total return of a bond index can be approximated by its initial yield. For 7-year bonds, within Brown's investment horizon, the best estimated yield is the initial 7-year yield of 4.2%.
1、这个投资期是不是14年?2、14年滚动投了2次7年的债券?3、请问 这道题求的是,整个投资期的年化回报率还是就是7年债券的收益率?和讲义上的例题出发点不太一样啊。