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 ...
Dear Sir, The attached query is from the CFA Level III Fixed Income Active Management Credit Strategy Candidate Resources. I am unable to calculate the E(Excess Spread) and arrive at the E(Excess Spread) number as show in the table in the attached ...
Piyush SyalIntermediate
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 ...
Piyush SyalIntermediate
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 ...
How the highlighted statement is wrong? The bond do moves to par, due to pull to par effect, which part of the sentence is wrong there?
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 %?
this is the 2nd question i saw in candidate resource where for instantenous, they are considering expected loss(pod*lgd) as well, but we should take only (change in soread*duration) right?
