. If a manager is bullish (bearish) on the yield level, they should position the portfolio to have positive (negative) duration. Is this statement correct? Please justify
SSEI QForum Latest Questions
Hi Team, Could you pls clarify below 2 things in simple terms with a simple example if possible. 1. How correlation between different asset classes impact tolerance band ? When to increase or decrease tolerance band – how to think ...
Please explain recession hedge
Please help with Q34
Please help with Q32
Investment Manager Selection Q40 Reading 27 : Investment Manager Selection | Question No. 40 (End of Chapter) Can anybody please explain the methodology they have used to calculate Net Active Return ? When Gross Active Return is 1.25% (Which is equal to ...
Please explain basis risk.
I need asset allocation notes for CFA level 3 and notes provided by SSEI are not readable I request SSEI to updated notes for all subject(CFA Level )….. I really need asset allocation notes whoever have it please spend 5 ...
in late upswing short term interest rate rises but bond yield also rises can anyone explain me how bond yield rises if interest rate are falling as bond price will fall so bond yield should fall and in initial recovery bond ...
Not able to understand the solution given in the website? Can anyone help with an alternate solution to this problem?