问题详情

Whichofthefollowingisashortcomingofthefullvalueapproachtomeasuringtheinterestrateriskofabondportfolio,comparedtotheduration/convexityapproach？
A.Itignorestheimpactofembeddedoptions.
B.Itisrelativelytimeconsuming.
C.Itcannotbeusedforstresstesting.