岳同学2020-11-09 16:50:16

請問這題這樣的寫法有沒有需要加強的? Bond 3 declines the most given the expectation of the forecasted yield curve movement; 1. The spread duration is a measurement of price sensitivity of a bond to changes in underlying spread. A bond with a higher spread duration indicates a higher sensitivity to changes in prices given changes in underlying spreads; 2. Bond 3 has the highest spread duration, which indicates the highest price sensitivity to changes in underlying spread. The spread is expected to increase. Bond 3 is expected to have a negative impact on price the most compared with bond1 and 2. Bond 3 will underperform bond 1 and 2.