
- UID
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- 帖子
- 287
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- 71
- 注册时间
- 2011-5-26
- 最后登录
- 2012-9-12
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one step at a time mate.
First they remove beta, then add the duration to get to a 60/40 split with D=5.5 and beta=1.05, Then further down the page they remove the extra 0.05 beta and 0.5 duration on the 60m equity and 40m bonds respectively. |
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