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Essie2023-07-23 20:25:05
你好,确认一下同学问的到底是哪道题,这个case的第二题说的是要卖掉迈阿密的房产,问出现了什么bias,没说要买投机级债券。
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02 单选题
Based on the short-term capital market expectations, which of the following tactical asset allocations would least likely be implemented?
A
Increase high yield bonds and reduce real estate.
B
Decrease long-term bonds and reduce real estate.
C
Increase equities and increase corporate bonds.
答案:
正确答案
本题正确率24%
知识点:
Asset Allocation and Related Decisions in Portfolio Management
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你好,文中最后一段主人公认为当前的yield spread处于exceedingly high的状态,说明当前公司债和国债的收益率之差已经非常高了,那么说明未来极有可能向均值复归,所以此时可以买入高收益债。
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