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 [...]
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 The eighteen-month forward curve is upward sloping with the following sequence of six-month forward rates: F(0,0.5) = S(0.5) = 1.0%, F(0.5, 1.0) = 3.0%, F(1.0,1.5) = 5.0%. What is the price of [...]
题目 Assume the reference term structure, which happens to be the theoretical Treasury spot rate curve, is flat at a semiannually compounded rate of 1.30% per annum. A $100 par bond with a 20-year [...]
题目 Your colleague Peter is building a model that will estimate the sensitivity of your firm's bond portfolio to interest rate changes. He is evaluating six different models. Each of his candidate [...]
题目 Assume the prices are for settlement on June 1, 2005, today’s date. Assume semiannual coupon payments:「huixue_img/importSubject/1564170384318795776.png」The discount factor associated [...]
题目 The following chart plots two prices for a 6.0% coupon bond that matures on January 1st, 2019:「huixue_img/importSubject/1564170384222326784.png」Each of the following statements is [...]
