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CFA问答
CFA问答包含CFA在线课程、CFA通关课程、CFA试题等所有CFA相关问题，每个问题老师均会在24小时内给出答疑回复哦！
spread risk不懂。 为什么在用Derivative overlay时Spread risk是一个concern? Movements in the corporate–Treasury yield spread introduce risk to the hedging strategy.Usually, yields on high-quality corporate bonds are less volatile than on more-liquid Treasuries. Government bonds are used in a wide variety of hedging as well as speculative trading strategies by institutional investors. Also, inflows of international funds typically are placed in government bonds, at least until they are allocated to other asset classes. Those factors lead to greater volatility in Treasury yields than comparable-maturity corporate bonds. ” Excerpt From 2022 CFA Program Level III Volume 2 Derivatives, Currency Management, and Fixed Income CFA Institute This material may be protected by copyright.
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- Q6，为啥要少抽失败的，少抽不就不能真实反应情况了吗？
- Q3：解析里面Team Purple’s conclusion (the externalities associated with human capital is the most important determinant in predicting the occurence of convergence) implies that the production function is a straight line, and is compatible with non-convergence.这段话中 externalities associated with human capital具体是什么？怎么得到the production function is a straight line这个结论呢？
- Risk Budget and risk parity 第二道思考题，里面的Variance是不是完全是个冗余信息，给来误导的呀？
- 为什么半年付息 算ytm是乘以2 而年化的麦考利久期是除以2
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 为什么TC 的切点对应是AVC的最低点？
- 老师，给最新的信息更高权重为什么不是availability bias呢？
- BG检验就是T检验吗？如果理解错误的话 T检验是什么？
