NO.PZ202112010200000107
问题如下:
The current butterfly spread for the Australian government yield curve based upon the manager’s portfolio choices is:
选项:
A.
83
bps.
B.
28 bps.
C.
-28 bps.
解释:
C is correct. The butterfly spread is equal to twice the medium-term yield minus the short-term and long-term yields, or -28 bps, or -0.28% + (2 × 0.55%) - 1.10%).
何老师讲“向上扇动翅膀”是说哪个知识点来着?