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良爱洳 · 2021年11月08日

问一道题:NO.PZ2021030502000015 [ FRM II ]

问题如下:

Which of the following statement of the difference between Covid-19 crisis and Great Financial crisis of 08-09 is not correct ?

选项:

A. In the 2008 episode, high-yield bonds closely track the stock market. And high-yield bonds also had large decline in 2020

B. Extremely high speed at which asset price movements in 2020. And the policy response in 2008 was slower than that in 2020.

C. In terms of magnitude, the COVID-19 2020 decline in prices is much heavier than the worst historical Great Financial Crisis of 2008-2009.

D. In the 2008 episode, investment grade declines by much less than high-yield bonds, while it had large decline in 2020.

解释:

C is correct

In terms of magnitude, the March 2020 decline in prices is comparable to the worst historical Great Financial Crisis of 2008-2009. 这两次危机价格跌幅是差不多的。所以C选项是错误的。

C选项的说法为什么错误?(2008投资级债券不是没怎么跌吗 而2020投资和投机级都跌得厉害)
1 个答案

李坏_品职助教 · 2021年11月09日

嗨,从没放弃的小努力你好:


这里不是特指投资级债券,说的是整体的资本市场,股票和债券整体的价格暴跌,这两次危机是一个级别的。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!