爱考云 - 搜题找答案神器_海量试题解析在线查

题目 For consol, the Macaulay duration is 选项 A.1+1\/y B.1\/y C.1\/(1+y) D.1\/(1+y)+1 答案 A 解析 MAC.D=M.D*(1+y)对于consol，麦考利久期是1 1/y。 [...]

题目 Suppose that the yield curve is upward sloping. Which of the following statements is TRUE? 选项 A.The forward rate yield curve is above the zero-coupon yield curve, which is above the [...]

题目 Which of the following statements regarding the trustee named in a corporate bond indenture is correct? 选项 A.The trustee has the authority to declare a default if the issuer misses a [...]

题目 Which of the following statements related to conducting stress tests incorrect? 选项 A.Basel\u2161requires banks to undertake stress tests for assessing capital adequacy at least once a [...]

题目 A U.S. Treasury note with 1.5 years to maturity has a market price of $101.75 and pays a semi-annual coupon with a coupon rate of 5.50%. The market's discount function is the following set of [...]

题目 About stress testing methodologies, BIS writes, "Stress tests cover a range of methodologies. Complexity can vary, ranging from simple sensitivity tests to complex stress tests, which aim to [...]

题目 An eight-year bond with a current price of $975.00 pays an annual coupon of 6.0%. What is the bond's yield-to-maturity (YTM)? 选项 A.5.88% B.6.41% C.6.89% D.7.14% 答案 B 解析 N = 8, PV = [...]

题目 Which of the following statements most likely describes an advantage of using stressed risk metrics? 选项 A.The risk metric will respond to current market conditions. B.The risk metric will [...]

题目 Given the following bonds and forward rates:「huixue_img/importSubject/1564170384545288192.png」1-year forward rate one year from today = 9.56%1-year forward rate two years from today = [...]

题目 Analyst Patricia is analyzing the following four bonds:Bond A is a $100.00 face value bond with 7.0 years to maturity that pays a monthly coupon at a rate of 6.0% per annum and offers a yield [...]