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  3. You are currently holding a portfolio of bonds. Interest rates are expected to i

You are currently holding a portfolio of bonds. Interest rates are expected to i

游客2025-06-20  35
问题 You are currently holding a portfolio of bonds. Interest rates are expected to increase over the next few months. In order to protect your investment, your bond portfolio should contain bonds with the following characteristics:______.
选项 A、low convexity and low coupons
B、low convexity and high duration
C、high convexity and high coupons
D、high duration and high convexity
答案 C
解析 答案为B项。传统的规避汇率风险的方法是远期合同，而货币期权则属于衍生产品，不是传统避险工具。故本题选B项。
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