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题目 A 30-year bond pays a semi-annual coupon with a coupon rate of 2.0%. The bond's yield (YTM) is 7.0% and its current price is $37.64. What is the bond's dollar value of an '01 (DV01; aka, DVBP [...]

题目 When developing a stress testing program, according to BIS, each of the following elements or component is essential EXCEPT which is not? 选项 A.Reverse stress test B.System-side [...]

题目 For a June 1st settlement, an investor finances the entire purchase of a bond with a price of $115.00 at a semiannually compounded borrowing rate of 0.60%. Six months later, on November 30th, [...]

题目 A three-year bond with a current price of $105.90 pays a semi-annual coupon with a coupon rate of 5.0% per annum. What is the bond's yield-to-maturity (YTM) on a bond-equivalent basis? 选项 [...]

题目 A two-year zero-coupon bond issued by corporate XYZ is currently rated One year from now XYZ is expected to remain at A with 85% probability, upgraded to AA with 5% probability, and downgraded [...]

题目 A firm has just issued $1,000 face value bonds with a coupon rate of 8%, paid semiannually, and a maturity of 15 years. If the issue price for this bond is $785.50, what is the [...]

题目 A U.S. Treasury note with 1.5 years to maturity has a market price of $101.75 and pays a semi-annual coupon with a coupon rate of 5.50%. The market's discount function is the following set of [...]

题目 Which of the following statements most likely describes an advantage of using stressed risk metrics? 选项 A.The risk metric will respond to current market conditions. B.The risk metric will [...]

题目 Given the following bonds and forward rates:「huixue_img/importSubject/1564170384545288192.png」1-year forward rate one year from today = 9.56%1-year forward rate two years from today = [...]

题目 The following chart plots two prices for a 6.0% coupon bond that matures on January 1st, 2019:「huixue_img/importSubject/1564170384222326784.png」Each of the following statements is [...]