标题: Schweser Volume 1 exam 3 PM - dollar duration hedging for less than 100bps move [打印本页] 作者: AnalystForum 时间: 2011-7-11 19:58 标题: Schweser Volume 1 exam 3 PM - dollar duration hedging for less than 100bps move
For # 15 and 18
In question15.1, DDctd is given for 1% change in rate, so you adjust it to reflect 80bps change in rate. If you adjust the DDctd in 15.1, why do you not make the same adjustment to DDctd question 18.4 to reflect 50bps change in rate you are trying to hedge for? Thanks.
