Need help decoding Q 9B
SSEI QForum Latest Questions
Susan Winslow manages bond funds denominated in US Dollars, Euros, and British Pounds. Each fund invests in sovereign bonds and related derivatives. Each fund can invest a portion of its assets outside its base currency market with or without hedging ...
Modified duration is it same as duration And effective duration used only for Embedded duration is it correct
Do inflation linked bonds have more volatility risk than the Vanilla bond?
isnt b also wrong as seller will receive higher premium?
Shouldn’t the answer be 1% for buy and hold and 2% for rolling ...
Why they are choosing bond A ? Both Bond A and Bond B has nearly same Macaulay duration but bond B has very low convexity as compared to that of bond A. Please refer the market portion and Exhibit 1.
Chosovi Puhuyesva is the chief investment officer of Abiquia Mutual Assurance Company, a provider of life insurance, which is headquartered in Albuquerque, New Mexico. Puhuyesva manages an asset portfolio of fixed-income securities designed to fund Abiquia’s insurance liabilities and grow ...