CFA Practice Question

There are 147 practice questions for this study session.

CFA Practice Question

Litterman and Scheinkman find that approximately 80% of U.S. Treasury yield curve changes can attributed to changes in the ______ of the yield curve.

A. level
B. curvature
C. steepness
Correct Answer: A

They also find that approximately 10% of additional changes can be attributed to changes in the slope and a further 3% can be attributed to changes in the curvature movement.

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