Need help decoding Q 9B
Pinned
SSEI QForum Latest Questions
Pinned
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 ...
Pinned
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 ...
The_RumiIntermediate
In fixed income last chapter ‘active management- credit strategy’, in eg 2 CFA core( see image) while finding weights of bonds for the purpose of calculating G-spread , author used maturity of bonds. Sir, has solved similar question in class ...
The_RumiIntermediate
In video 186 review class 1 of Yield strategies, sir solved a sum related to calculation of butterfly spread. Can any one tell me in which of the basic class of fixed income ( video no.19 to 40) this concept ...
My question is from reading 12 Liability driven and index based strategies. In CFA core reading it is written (check the attached image) that ‘compared to barbell, laddered portfolio has much less cash flow reinvestment risk’ Is this statement correct ? In my ...
Why there is no need for currency hedging in cash-neutral trade. The spread you earn on the steepest curve of foreign currency needs to be converted back to domestic currency. Please explain.
Hey sir, could you pls help to reiterate why we have zero correlation between is bond and non- is developed market equities in the corner portfolio. How do we infer based on the charts exhibit 18.
UmerAzamBeginner
can someone explain the answer to me? Makes zero sense. the exhibit is attached and the question was, “Determine whether Portfolio A and B in Exhibit 2 are most likely to outperform or underperform the index in the event of an ...
