KIC000094 - • • • o Difference in weight compared to Benchmark 3.00 • 2.00 1.00-1.00 III Treasury Short Treasury-Intermediate • Treasury

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Unformatted text preview: • • • o Difference in weight compared to Benchmark. 3.00% • 2.00% 1.00% . -1.00% - III Treasury- Short .. Treasury-Intermediate • Treasury- Long -2.00% -4·00% -5.00% -6.00% J<::_......:.~ ......:._~ __ -== ../ l1li Week 1. Low interest rates; ST and Intermediate weight at 0%. Unstable events in the North Africa influence investors to invest in risk free assets; LT weights at3%. Week 2 Risks associated with North Africa and positive return from the previous week; Increase ST to 2%. • Low yield and large return in the previous week and anticipating reverting effect; Decrease LTto 2% Week 3 Negative returns during the week; ST and Intermediate down to 0%. Long-term negative return from the previous week; Decrease LTto 1.%. II II III II II II II II • • ...
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This note was uploaded on 09/06/2011 for the course FIN 428 taught by Professor Hood during the Fall '11 term at Iowa State.

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KIC000094 - • • • o Difference in weight compared to Benchmark 3.00 • 2.00 1.00-1.00 III Treasury Short Treasury-Intermediate • Treasury

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