ElvinSun
2025-07-25 21:28Q3這么寫可以嗎？Increase. An increasing Proportion of active lives to retired lives means the number of people who make contribution to the pension plan is more the the number of people who get disctribution from the plan, so the plan's value of asset is growing faster than the value of liability, makes the plan in a status closer to overfunded.雖然沒有提到duration。
所屬：CFA Level III > Portfolio Construction 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Simon助教
2025-08-22 14:57
該回答已被題主采納
同學(xué)，上午好。這樣寫不對，和duration完全的不一樣的角度。要站在債券角度思考，如果一支債券現(xiàn)金流發(fā)生的時間延長，那么債券的久期就會增加。換到這里，年輕人增加，未來需要支付養(yǎng)老金的時間就往后，整體養(yǎng)老金的久期就會增加。就是 An increasing Proportion of active lives will increase duration。
0
0
0
0
