
-
FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
专场人数:3386提问数量:63109
“the portfolio manager wants to sell part of the 5-year bond position and use the proceeds from the sale to purchase zero-coupon bonds maturing in 1.5 years and yielding 3%. ”一卖一买为啥duration是5w+1.5(1-w)呢 不应该方向相反吗
查看试题 已解决





