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 [...]
题目 A ten-year bond pays a semi-annual coupon with a coupon rate of 7.0% and the bond's yield (YTM) is 6.0%. If the yield remains unchanged, what happens to the price of the bond in six months? [...]
题目 According to the Principles for sound stress testing practices and supervision by BIS, when is stress testing especially important? 选项 A.When new regulations such as Basel III or [...]
题目 If the spot rate term structure is flat, what is true of the discount function (i.e., the set of discount factors) as function of maturity? 选项 A.Flat B.Increasing with maturity [...]
题目 The price of a $1,000 par value Treasury bond (T-Bond) with a 3% coupon that matures in 1.5 years is closest to:「huixue_img/importSubject/1564170383932919808.png」 选项 A.$1,010.02 [...]
题目 The price of a six-month zero-coupon bond is $99.90 and the price of a one-year zero-coupon bond is $98.56. What is the implied six-month forward rate, under semi-annual compounding? 选项 [...]
题目 The spot rate term structure is upward-sloping: 1.0% at 0.5 years, 2.0% at 1.0 years, 3.0% at 1.5 years, and 4.0% at 2.0 years. What is the price of two-year $100 face value bond that pays a [...]
