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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 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 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 Assuming the 92-day and 274-day interest rate is 8% (act/360, money market yield) compute the 182-day forward rate starting in 92 days (act/360, money market yield). 选项 A.7.8% B.8.0% [...]

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 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 yield curve is upward sloping. You have a short T-Bond interest rate futures position. The following bonds are eligible for [...]

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% [...]

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 [...]