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 UID223202 帖子144 主题109 注册时间2011-7-11 最后登录2016-4-18 
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Fix income portfolio management Mock 2010 Q36 
| contribution to spread durantoin:credit sector is 1.1,treasury  sector is 0 Forecast1:spreads to narrow in all other spread sectors
 Forecast2:a positively sloped yield curve with short rates rising 25 basis points and long rates rising by about 75 basis points.
 ans:lengthen duration in credit sector and shorten it in the treasury sector
 in my opinion :in a rising interest environment, investor should shorten duration in credit sector
 what ‘s wrong with my answer?
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