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04.单选题 收藏 标记 纠错 Choose one of the following pieces of information is not conveyed by at least one type of derivative? A The most widely used strategy of the underlying B The price at which uncertainty in the underlying can be eliminated C The volatility of the underlying B选项不是也不对么?
查看试题 已回答老师您好,我想问一下page 165: Notes标题是:increase convexity while keeping duration neutral。 (1)long call "OR" long put. long call "OR" long put. 我有点不明白”OR“ -----这两个(call, put)是同时发生还是选一个就行? (2)想跟您确认一下: long call:increase duration, increase convexity (两个都是increase) long put: decrease duration 但是是increase convexity的对吧? (3)level change:无论yield curve上移或下移,都是 barbell outperform bullet 吗?我有点不明白收益率曲线上移为什么barbell outperform? 谢谢您!
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