Need help decoding Q 9B
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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 ...
We are given a bond portfolio x and a benchmark , Benchmark has 93 Bonds in a mix of AAA to BBB category Portfolio x has 97 Bonds in a mix of AAA to BBB category Benchmark has duration 6 Portfolio x has duration ...
We need to replicate a benchmark of highly liquid 20 government bonds with lowest cost and low tracking error , which approach to use ?a. Pure indexingb. Enhanced indexingc. Active management Can you please give answer with reason ...
why the currency effect is multiplicative in the calculation for E(r), what are the reason behind the additive and multiplicative, like what are factors deciding if one needs to be added or multiplied?
how it comes to a 16 bips, it should’nt be 16% instead? is 2.33 should be taken as %?