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金融民工阿聪 · 2021年02月16日

C为什么对?

NO.PZ2020042003000082

问题如下:

The following statements are about the yield curve strategies named riding the yield curve, which of the following statements is NOT correct?

选项:

A.

riding the yield curve is a leveraged strategy, as investors need to borrow short-term and invest in long-term.

B.

If the yield curve does have a sufficiently strong positive slope, an investor can do riding the yield curve.

C.

Riding the yield curve expects the securities prices rise significantly when yields have fallen. Investors can sell those securities, scoring a capital gain due to the recent rise in their prices

D.

For a same investment horizon, riding the yield curve can have a higher return than buy-and-hold strategy.

解释:

考点:对Maturity Management Tools的理解

答案:A

解析:

选项A错误,A选项描述的情况属于Carry trade.

正常来说yield 不是会rise吗
1 个答案
已采纳答案

小刘_品职助教 · 2021年02月18日

同学你好,


骑乘收益率曲线的一个前提是假设收益率曲线是长期利率都是高于短期利率的,比如5年收益率是5%,3年收益率是3%


所以骑乘的话会自然使得折现的时候收益率下降,这样净价就会提高,所以会有capital gain,因此C对。

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