经典题3.5题，题干哪里体现短期用CF matching这一点呢？
pzqa015 · 2021年10月19日
嗨，努力学习的PZer你好：
Derran would like for the investment portfolio returns to fund her modest living expenses and her donations to the endowment of placid lake university.
living expense短期内要发生的支出。同时下面提到reduce the risk associated withe changes in market interest rates，CF可以不受收益率曲线变动的影响。综上上述两点原因，应该用CF matching 与duration matching组合到一起使用。
----------------------------------------------努力的时光都是限量版，加油！