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标题: 麻烦一级高手看看这句话对不对哦 [打印本页]

作者: hysun83617 时间: 2009-2-17 14:49 标题: 麻烦一级高手看看这句话对不对哦

There is no single measure of duration for a portfolio that can be used to estimate the overall price impact of differing yield changes.

作者: minminmin 时间: 2009-2-18 15:31

I guess it is correct. But in level 2 we have key durations....

作者: hysun83617 时间: 2009-2-18 16:32 标题: 麻烦高手帮翻译成中文

Question ID: 13722

Assume that $14.5 billion of five-year T-Notes are auctioned. The amount of non-competitive bids is $2.5 billion, and the amount of competitive bids is $31.5 billion. Suppose that of the competitive bids $11.5 billion are higher than the stop yield and the rest are at the stop yield. For the bidders at the stop yield, what is the proportion of their bids that they receive?

请高手翻译，谢谢

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