来自:CFA > Level III“甄”题库 > 【选修】Portfolio Management Pathway > (2025E)LM 6 Fixed-Income Active Management: Credit Strategies 2025-11-28 17:06
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139****1812
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融跃答疑王老师 2025-12-01 11:46
致精进的你:
underweight French,卖法国bond是short risk,所以是long cds,,,overweight German,买德国bond是long risk ,所以是short cds,这个截图有问题,应该是French Media & Telecoms Issuer 的EffSpreadDurCDS是4.697,,German Media & Telecoms Issuer 的EffSpreadDurCDS是4.669,,,4.697是已知条件
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