Need help decoding Q 9B
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anshuljainBeginner
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 ...
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Darshan BhandariBeginner
Very tough language given in the solution to a problem relating to carry trade in core. These were the 3 statements asking us to identify which statement is correct. Carry trades may or may not involve a maturity mismatch. Carry trades require ...
agarwal_utkarsh99Intermediate
Is roll down return same as rolling down the yield curve strategy and both assume static yield curve?
Hi, Please give me some insight about this sum. I am not understanding this sum properly.
Hi, I feel that they haven’t calculated Coupon amount correctly. Can someone help me in this sum?
Hi Team, Please help me to understand this question especially the optic c which is the answer of this question.
NickkIntermediate
Hi Sanjay Sir, In Yeild Curve strategies, I have observed that in parallel shift if we create a long short position in bonds making it duration neural, a rise or fall in the yeild will result in 0 gain/loss however due to ...
In this question, they have mentioned no default losses occur, then why have they taken Expected loss in the calculation.
