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Khi nào thì price risk > reinvestment risk
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Price risk will dominate reinvestment risk when the investor’s:
A) duration gap is negative.
B) duration gap is positive.
C) investment horizon is less than the bond’s tenor.
Theo em nhớ, short term horizon thì price risk > reinvestment risk ạ. Vậy investment horizon is less than the bond’s tenor có phải là short term horizon không ạ.
Nhưng mà ở đây đáp án là duration gap is positive ạ. Mong thầy cô hỗ trợ ạ.
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