a. When a portfolio manager uses quantitative methods to calculate financial ratios to assess the riskiness of

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a. “When a portfolio manager uses quantitative methods to calculate financial ratios to assess the riskiness of the bonds of a corporation, the manager is referred to as a quantitative portfolio manager.” Explain whether you agree or disagree with this statement.

b. “After screening for characteristics or factors to create a candidate list of bond issues, a quantitative bond portfolio manager will assign each bond issue to an analyst to further investigate each bond issue.” Explain whether you agree or disagree with this statement.

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Bond Markets Analysis And Strategies

ISBN: 9780253337535

10th Edition

Authors: Frank J. Fabozzi, Francesco A. Fabozzi

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