曹同学2019-05-02 15:01:52

老师好，做纸质题时碰到： 488. Immunization is the process of offsetting the effects of interest-rate changes on the value of assets and liabilities. Coverage of liabilities with significant convexity may be more effectively matched with a : A. Bullet portfolio with little convexity. B. callable bond portfolio, especially in a declining-rate environment. C. Mortgage portfolio, especially in a highly volatile rate environment. D. Barbell portfolio with positive convexity. 答案选D。 这题我不是很明白，请老师详细解释一下。 感觉题目就没弄明白要考察什么。