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题目 A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon [...]

题目 A $1,000 par U.S. corporate bond settles on February 3rd, 2011 and pays an 8.0% semi-annual coupon on January and July 1st. The yield on the bond is 5.0% and the bond matures on January 1st, [...]

题目 Consider a 7.8% semi-annual 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 Regarding an exchange trading system, which of the following statements is an advantage? On an exchange system: 选项 A.Terms are not specified. B.Trades are made in such a way as to reduce [...]

题目 If French money market instrument pays in Euros with an interest rate of 5.0% per annum with (discrete) annual compounding and under an actual/360-day count (ACT/360) convention, what is the [...]

题目 The interest rate for a 1-year period is 5% and the rate for a 2-year period is 6%. Assuming continuous compounding, what is the forward rate for the period from the end of the first year to [...]

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 An increase in which of the following factors will increase the duration of a fixed-rate coupon bond? 选项 A.Yield-to-maturity B.Maturity C.Coupon value D.Coupon frequency 答案 B 解析 [...]

题目 Which of the following is TRUE about a Guaranteed Corporate Bond? 选项 A.Guaranteed bonds are free of default risk B.The safety of a guaranteed bond depends on the financial capability of [...]

题目 Which one of the following statements is most correct? 选项 A.Hedgers and arbitrageurs have a productive role in markets but speculators intensify systematic risk and do not have a [...]