标题: 2011 CFAI Mock Question 32 [打印本页]

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作者: Muddahudda    时间: 2011-7-13 15:20     标题: 2011 CFAI Mock Question 32

Why is the portfolio rebalanced to match the dollar duration from one year ago and not to 4.4 x 150m x 0.01 which would immunize the liablity?

Thanks for clarifying.

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作者: PalacioHill    时间: 2011-7-13 15:20

immunization has nothing to do with the question.

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作者: justin88    时间: 2011-7-13 15:20

How do you know that you have to rebalance it to match the dollar duration from a year ago? I'm still not getting that part.

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