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- UID
- 223310
- 帖子
- 244
- 主题
- 131
- 注册时间
- 2011-7-11
- 最后登录
- 2013-8-21
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Ok can someone go over #8? I thought SML only measures individual assets and portfolios is for CML/Efficient frontier
For #9, cfa has like 3 definitions of duration, I'm sure one of them is that its a measure of the time to maturity. Like for zero coupon bounds, duration = maturity years |
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发表于 2011-7-13 17:06
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