爱考云 - 搜题找答案神器_海量试题解析在线查

题目 The option-adjusted duration of a convertible bond will be close to the duration of a straight bond, which is similar in all other respects, when the: 选项 A.Stock price is extremely low. [...]

题目 Assume a bond's quoted price is 105.22 and the accrued interest is $3.54. The bond has a par value of $100. What is the bond's clean price? 选项 A.$100.00. B.$103.54. C.$105.22. D.$108.76. [...]

题目 A 1-year 7.25% coupon bond is trading at a price of 98, a 2-year 6.1% coupon bond is trading at 99, and a 3-year 7.55% coupon bond is trading at 101. All coupons and rates are given using the [...]

题目 A bank quotes an interest rate of 7.0% per annum with quarterly compounding. What is the equivalent rate with, respectively, continuous compounding and annual compounding? 选项 A.6.739% [...]

题目 A portfolio manager has recently purchased a 10-year investment-grade corporate bond. Which of the following tasks must typically be performed by the corporate trustee listed in the bond’s [...]

题目 A trader buys one wheat contract (underlying = 5,000 bushels) at a price of $3.05 per bushel. The initial margin on the contract is $4,500 and the maintenance margin is $3,750. At what price [...]

题目 In the context of bonds, accrued interest: 选项 A.covers the part of the next coupon payment not earned by seller. B.equals interest earned from the previous coupon to the sale date. [...]

题目 The continuously compounded 10-year spot rate is 5% and the 9-year spot rate is 4.8%. The 1-year forward rate nine years from now is closest to: 选项 A.4.1% B.5.1% C.5.9% D.6.8% 答案 D [...]

题目 Which of the following statements least likely describe a problem with bilaterally cleared over-the-counter (OTC) derivatives trades? 选项 A.The defaults of individual counterparties could [...]

题目 The price of a 72-day Treasury bill is quoted as 7.00. Which is nearest to the continuously compounded return (on an actual/365 basis) that an investor will earn on the Treasury bill for the [...]