A-A+

Which of the following is a shortcoming of the

2022-02-01 17:14:11 问答库 阅读

问题详情

Which of the following is a shortcoming of the full value approach to measuring the interest rate risk of a bond portfolio, compared to the duration/convexity approach?
A. It ignores the impact of embedded options.
B. It is relatively time consuming.
C. It cannot be used for stress testing.

参考答案

题库:
考点: