Example: quiz answers
Convexity Maven - 2022 Model Portfolio

Convexity Maven - 2022 Model Portfolio

Back to document page

Sell SPY at $470 and swap into the Dec 2023 call option, K = 420 @ $85 ... One is now borrowing the entire investment at a compounded negative rate, as well as ... to run “hot”, and the two-year running core CPI is only 2.37%, close to their target.

  Swaps, Negative

Download Convexity Maven - 2022 Model Portfolio

15
Please wait..

Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Related search queries