WHEN CONSIDERING THE RETURN COMPONENTS OF JÜRGEN’S FIXED INCOME...

59. - CFA 2018 EXAM LEVEL 3 DA4387 LEVEL III CFA MOCK EXAM 2018 AFTERNOON A
CFA 2018 EXAM LEVEL 3 DA4387 LEVEL III CFA MOCK EXAM 2018 AFTERNOON A

59. When considering the return components of Jürgen’s fixed income fund, the return component

due to changes in the forward rate would form part of the:

A. interest rate effect.

B. sector/quality effect.

C. security selection effect.