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题目 The first U.S. Treasury bond has a price of $99.98, matures in six months, and pays a semi-annual coupon at a rate of 3.0% per annum. The second U.S. Treasury bond has a price of $101.11, [...]

题目 Given the following information, which of the following amounts is closest to d (l.0), the discount factor for the first year?「huixue_img/importSubject/1564170384083914752.jpeg」 选项 [...]

题目 A $1,000 par bond carries a coupon rate of 6%, pays coupons semiannually, and has 12 years remaining to maturity. Market rates are currently 8%. The price of the bond is closest to: 选项 [...]

题目 A 5-year corporate bond paying an annual coupon of 8% is sold at a price reflecting a yield-to-maturity of 6% per year. One year passes and the interest rates remain unchanged. Assuming a flat [...]

题目 Assume the two-year term structure of spot rates is upward-sloping as follows: 1.0% at 0.5 years, 2.0% at 1.0 years, 3.0% at 1.5 years, 4.0% at 2.0 years. Consider the following two [...]

题目 The following discount function contains semi-annual discount factors out to two years: d(0.5) = 0.9970, d(1.0) = 0.9911, d(1.5) = 0.9809, d(2.0) = 0.9706. What is the implied eighteen-month [...]

题目 Peter is given the opportunity to pay $100.00 in exchange for his choice of one of the following annuities: I. The first annuity pays $2.00 per month ($24.00 per annum) over the next five [...]

题目 You just purchased a ten-year bond at a discount to par. The bond pays a quarterly coupon with a coupon rate of 4.0% per annum; i.e., 1% each quarter. The bond's yield is 8.0% per annum. Your [...]

题目 Consider a 7.75% semiannual coupon bond with a par value of $100 and four remaining coupons, which is trading at a yield of 8.375%. There are 74 days remaining in the current period that has a [...]

题目 The purchase price of a 3-year 9 percent semiannual coupon bond that is currently yielding 7 percent will be: 选项 A.105.11 B.105.25 C.105.33 D.105.45 答案 C 解析 Answer: CUsing a bond [...]