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- 2016-12-26
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Interest rates ↑, gain in re-investment income, loss in FI portfolio value
Interest rates ↓, loss in re-investment income, gain in FI portfolio value
lower (higher) 都有可能
我也不明白这里的short period 和 long period，也许是利率上升期偏短线，利率下降期偏长线？ |
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发表于 2014-10-30 10:20
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