Which of following statements about the bond immunization strategy is correct?
选项:
A:Immunization strategy is setting the portfolio's duration equal to the investment horizon;
B:Using duration to immunize is a aggressive strategy;
C:The immunized portfolio of bond is to avoid credit risk;
D:Immunization strategy is setting the portfolio's convexity equal to the investment horizon
发布时间:2024-06-01 11:53:15