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问题

Relative to the duration/convexity approach a shortcoming of the full value approach to measuring the interest rate risk of a bond portfolio is that it:()。


Relative to the duration/convexity approach, a shortcoming of the full value approach to measuring the interest rate risk of a bond portfolio is that it:()。

A.is relatively time consuming.

B.cannot be used for stress testing.

C.ignores the impact of embedded options.

请帮忙给出正确答案和分析,谢谢!

参考答案
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