题目 Use the following information to answer the question「huixue_img/importSubject/1564170389196771328.png」The 6-month forward rate on an investment that matures in 1.5 years is closest to: [...]
题目 Which of the following statements is TRUE about the role of internal audit in stress testing governance? 选项 A.Internal audit should independently assess each stress test used B.Internal [...]
题目 Exactly one year ago, Sally purchased a $100.00 face value bond that pays a semiannual coupon with a coupon rate of 9.0% per annum. When she purchased the bond, it had a maturity of 10.0 years [...]
题目 An asset manager at an insurance company is considering making a fixed income investment and holding it for 2 years. The manager is comparing two bond issues that have equal yield to maturity [...]
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 Prior to the recent 2007 financial crisis, stress testing was primarily based on which of the following characteristics? Ⅰ.Significant system-wide correlations. Ⅱ.Historical or [...]
题目 The price of a six-month zero-coupon bond (bill) 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? [...]
题目 The six-month and one-year discount factors are, respectively, d(0.5) = 0.9920 and d(1.0) = 0.9760. What is the implied six-month forward rate, under semi-annual compounding? 选项 A.2.34% [...]
