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 ...
khushikhandelia22@gmail.comIntermediate
Sir made us write that in bull steepener we should be overexposed to long term and underexposed to short term but when yields are falling and short term yields are falling more so shouldn’t we be overexposed to short term? ...
Can someone please explain the logic behind this answer. As I thought MBS gives right of prepayment hence it behaves more like a puttable bond and therefore with an increase in volatility, value of MBS portfolio will increase and therefore ...
atheeshIntermediate
Modified duration is it same as duration And effective duration used only for Embedded duration is it correct
AkkiBeginner
Do inflation linked bonds have more volatility risk than the Vanilla bond?
Neel DoshiIntermediate
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 ...