statement 2哪里不对

stament2哪里不对

L3V3, example 30. If the credit spread falls by one-third, should the E(OAS) be one-third of the original OAS? Take A as an example, should the E(Excess spread) be 1.4% - 5.5 * (1.4%*1/3) - 0.1% *2/3 ?

请问为什么open-ended liquidity 要小于close ended liquidity？

官网题： Bragg notes that the fixed-income portfolio manager has strong views about the effects of macroeconomic factors on credit markets and follows a top-down investment process。 问 The most appropriate risk attribution approach for the fixed-income manager is to： 不懂答案为什么是attribute tracking risk to relative allocation and selection decisions

这道题答案是b，为什么AC不对？

为什么当预测spread会wide时，Reducing a portfolio’s duration to an underweight vs. the benchmark不能增加excess return

How should I know the investment-grade CDS has a fixed coupon of 1%?

mockB中关于confidentiality这题为什么只有B是对的

官网mockB 上午题：question8B，计算固收组合收益，考虑汇兑损益时，是按照5因子分解模型，直接+/-汇兑损益？如果是 currency management相关考点，则用连乘Rdc=(1+Rfx)(1+Rfc)-1?