请教各位大虾以及正在复习三级的童鞋们，第二本书p504页的2-3两题如何解答，完全不理解答案为什么要那样做，对于liability-mimicking portfolio，using real bonds and nominal bonds to hedge the pension liability 有什么要区分的吗？作者: jimswang 时间: 2011-10-29 14:09
if pension lpayment is linked to CPI, use real bond to hedge,
if not, just use norminal bond
