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题目 Assume you enter into 5 long futures contracts to buy July gold for $1,400 per ounce. A gold futures contract size is 100 troy ounces. The initial margin is $14,000 per contract and the [...]

题目 Given the following bonds and forward rates:「huixue_img/importSubject/1564169522565484544.png」● 1-year forward rate one year from today = 9.56%● 1-year forward rate two years from [...]

题目 Use the following information to answer the question「huixue_img/importSubject/1564169522427072512.png」The 6-month forward rate on an investment that matures in 1.5 years is closest to: [...]

题目 A US corporate bond that matures on October 1st, 2017 with a par value of $100.00 pays a semi-annual coupon with a coupon rate of 9.0% per annum. It pays coupons on April and October 1st and [...]

题目 Assume a corporate bond with a face value of $1,000 that pays a semi-annual coupon (coupons pay January and July 1st) with a 12.0% coupon rate. The bond settles on June 13th, 2014 and matures, [...]

题目 A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon [...]

题目 An annuity pays $10 every year for 100 years and currently costs $100. The YTM is closest to: 选项 A.5% B.7% C.9% D.10% 答案 D 解析 YTM=C/PV=10/100=10% [...]

题目 A bank uses a continuously-compounded annual interest rate of 5% in one of its risk models. What is the equivalent interest rate the bank should use if it converts to semi-annual compounding [...]

题目 A $1,000 par U.S. corporate bond settles on February 3rd, 2011 and pays an 8.0% semi-annual coupon on January and July 1st. The yield on the bond is 5.0% and the bond matures on January 1st, [...]

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 [...]