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来自:CFA > Level III“甄”题库 > 2024 Mock Exam A > 2024.02 Mock Exam A - Morning Session 2025-08-22 20:36
Portfolio X is most appropriate for Lee. To immunize the single liability, has a portfolio macaulay duration that mathces the liaiblity's due date: Portfolio X yes;Portfolio Y No. Minimum convexity: Portfolio X yes; Portfolio Y No. 我这样回答可以么?
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研究院赵老师    2025-08-25 16:40

致精进的你:

可以的,若是能够将Case中Portfolio X和Y的数据带入描述会更好

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