NO.PZ2020011303000236
问题如下：
Suppose a portfolio has an exposure of +50 to a one-basis-point increase in the five-year Treasury rate in Table13.1, an exposure of −100 to a one-basis-point increase in the ten-year Treasury rate in Table 13.1, and no other exposures. What is the portfolio’s exposure to the first two factors in Table 13.1? 
选项：
解释：
The exposure to one unit of the first factor is
50 × (−0.410) − 100 × (−0.414) = 20.9
The exposure to one unit of the second factor is
50 × 0.203 − 100 ×
(−0.193) = 29.45
为什么这道题问的是对factor的影响？老师课上讲的是对利率的影响。所以如果是对factor的影响，那就是factor对应的给出的期限和factor相乘再相加？
那如果改变问法，对5年期利率的影响是不是50 × (−0.410)+50 × 0.203
对10年期利率的影响是− 100 × (−0.414) − 100 × (−0.193) = 29.45
