题目 An investor buys $10,000 face amount of the U.S. Treasury 6 1/2 (coupon rate = 6.50%) of August 15, 2017, for settlement on July 1st, 2014. The last coupon paid on February 15, 2014 and the [...]
题目 You have been asked to check for arbitrage opportunities in the Treasury bond market by comparing the cash flows of selected bonds with the cash flows of combinations of other bonds. If a [...]
题目 A fixed rate bond, currently priced at 102.9, has one year remaining to maturity and is paying an 8% coupon. Assuming the coupon is paid semiannually, what is the yield of the bond? 选项 [...]
题目 The term structure of swap rates is: 0.60% at 1 year; 0.90% at 2 years; 1.00% at 3 years; 2.20% at 4 years; 3.10% at 5 years. What is the two-year forward swap rate starting in three years, [...]
题目 An analyst is seeing to predict the returns on the stock of Hirauye Inc, a Japanese conglomerate using the MSCI EAFE index. The analyst has compiled the following [...]
题目 We regressed daily returns of a stock against a market index. The regression produced a beta for the stock, with respect to the market index, of 1.050. The stock's volatility was 30.0% and the [...]
题目 Which of the following statements least accurately describes one of the fundamental multiple regression assumptions? 选项 A.The error term is normally distributed. B.The variance of the [...]
题目 What is the most appropriate interpretation of a slope coefficient estimate equal to 10.0? 选项 A.The predicted value of the dependent variable when the independent variable is zero is 10.0. [...]
题目 An analyst is using a statistical package to perform a linear regression between the risk and return from securities in an emerging market country. The original data and intermediate [...]
题目 When interpreting the results of a multiple regression analysis, which of the following terms represents the value of the dependent variable when the independent variables are all equal to [...]
