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Sure · 2020年01月21日

问一道题:NO.PZ201812020100000409 第9小题 [ CFA III ]

* 问题详情,请 查看题干

这道题不需要考虑denominated in dollars 排除benchmark 3吗?问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

发亮_品职助教 · 2020年01月21日

嗨,努力学习的PZer你好:


”这道题不需要考虑denominated in dollars 排除benchmark 3吗?”


也可以用货币排除。这道题Benchmark 3因为直接用Duration就排除掉了,所以还没用上货币这个信息。

假设Benchmark 3的条件和Benchmark 2的条件一模一样,也是由中期、短期的指数混合而成,唯一区别就是Benchmark 3有一个货币是EUR,那我们就可以利用货币直接排除Benchmark 3。


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努力的时光都是限量版,加油!


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