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圆周率_lovewholeworld · 2018年03月16日

问一道题:NO.PZ201712110200000107 第7小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:

求解释,答案所说的东西在哪里体现的?

1 个答案

李宗_品职助教 · 2018年03月20日

你好金同学,答案说的在以下段落有体现:

Coutry A: The government yield curve has changed little in terms of its level and shape during the last few years, and I expect this trend to continue. We assume that future spot rates reflect the
current forward curve for all maturities. 

Country B: Because of recent economic trends, I expect a reversal in the slope of the current yield curve. We assume that future spot rates will be higher than current forward rates for all maturities.

Country C: To improve liquidity, Country C’s central bank is expected to intervene, leading to a reversal in the slope of the existing yield curve. We assume that future spot rates will be lower than
today’s forward rates for all maturities.