I guess the answer would be based on comparing weighted spread. If that is the case, the answer is wrong. There is an example in the CFA EOC.
Any thought?作者: cfalevel2011 时间: 2013-4-2 13:27
I’m not sure what you mean by “comparing weighted spread”. The question seemed pretty straight forward to me.
Can you elaborate a little more?作者: Zesty 时间: 2013-4-2 13:27
I see it says ‘contribution to spread duration’. I thought it was spread duration of that sector. Thanks Ozzy.
There is an EOC, in that we have to calculate contribution.
