问题详情

Onereasonwhythedurationofaportfolioofbondsdoesnotproperlyreflectthatportfolio’syieldcurveriskisthatthedurationmeasure:
A.ignoresdifferencesincouponratesacrossbonds.
B.assumesallthebondshavethesamediscountrate.
C.assumesallyieldschangebythesameamount.