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One problem with Cash Flow Matching is A. Duration changes for very steep yield curves B. Does not work with non parallel yield curve shifts
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One problem with Cash Flow Matching is
A. Duration changes for very steep yield curves
B. Does not work with "non parallel" yield curve shifts
C. Does not work with "parallel" yield curve shifts
D. Finding fixed income instruments that exactly match liability cash flows
One problem with Cash Flow Matching is
A. | Duration changes for very steep yield curves | |
B. | Does not work with "non parallel" yield curve shifts | |
C. | Does not work with "parallel" yield curve shifts | |
D. | Finding fixed income instruments that exactly match liability cash flows |
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