题目 Which type of hedge fund focuses on isolating mispricings in foreign exchange markets? 选项 A.Fixed income arbitrage hedge funds. B.Global macro hedge funds. C.Managed futures hedge funds. [...]
题目 Which of the following achievable swap positions could be used to transform a floating-rate asset into a fixed-rate asset? 选项 A.Receive the floating-rate leg and receive the fixed-rate leg [...]
题目 XYZ Corporation plans to issue a 10-year bond 6 months from now. XYZ would like to hedge the risk that interest rates might rise significantly over the next 6 months. In order to effect this, [...]
题目 Below is an extract (selected rows) from a mortality table:「huixue_img/importSubject/1564169526436827136.png」Which is nearest to the probability of a man aged 80 years old dying in the [...]
题目 Two banks enter into a 1-year plain vanilla interest-rate swap with the following terms: Notional principal is $500,000,000. The fixed component of the swap is 7%. The floating component of [...]
题目 Which of the following forms of insurance provides a specified amount of insurance coverage for the life of the policyholder so payment will occur upon death, but there is uncertainty as to [...]
题目 In regard to various hedge fund strategies, each of the following statements is generally true EXCEPT which statement is false? 选项 A.Although prior to 2009, hedge fund returns lagged the [...]
题目 You are given the following information about an interest rate swap:● 2-year term● Semiannual payment● Fixed rate = 6%● Floating rate = LIBOR+50 basis points● Notional principal USD [...]
题目 Mortgage-Backed securities (MBS) are a class of securities where the underlying is a pool of mortgages. Assume that the mortgages are insured, so that they do not have default risk. The [...]
题目 Consider the following 3-year currency swap, which involves exchanging annual interest of 2.75% on 10 million US dollars for 3.75% on 15 million Canadian dollars. The spot rate is 1.52 (1.52 [...]
