张同学2018-10-30 11:19:42

Hirji also proposes the following duration-neutral trades for the French institutional client: Long/short trade on 1-year and 3-year Canadian government bonds Short/long trade on 10-year and long-term Canadian government bonds (Institute 214) Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file. 老师您好！reading24课后题中这个condor要求duration-neutral，而不是教材中写的“money duration neutral”，后面的2s的allocation计算是依照money duration neutral计算的，不严谨？