NO.PZ2019103001000050
问题如下:
Based on Exhibit 3, the total expected return of Hirji’s barbell portfolio is closest to:
选项:
A. –2.30%.
B. 0.07%.
C. 4.60%.
解释:
C is correct.
The total expected return is calculated as follows
请问老师,题目中要求算的total Expected return指的是什么时间点的收益率?是指未来市场利率发生变化的时候总收益吗?