爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Hanwha Investment is underwriting a 30-year zero coupon corporate bond issue with a face value of $50 million and a current market value of $2,676,776 (a yield of 5% per 6-month period)，The [...]

题目 Given the following bonds and forward rates:「huixue_img/importSubject/1564169522565484544.png」● 1-year forward rate one year from today = 9.56%● 1-year forward rate two years from [...]

题目 Use the following information to answer the question「huixue_img/importSubject/1564169522427072512.png」The 6-month forward rate on an investment that matures in 1.5 years is closest to: [...]

题目 A bank uses a continuously-compounded annual interest rate of 5% in one of its risk models. What is the equivalent interest rate the bank should use if it converts to semi-annual compounding [...]

题目 Which OTC derivatives class has the LARGEST amount of gross notional outstanding? 选项 A.Equity derivatives B.Credit default swaps C.Interest rate derivatives D.Foreign exchange derivatives [...]

题目 Which of the following is most likely to cause an increase (i.e., widening) in a corporate bond credit spread? 选项 A.Economic expansion in the business cycle B.Increase in the bond’s [...]

题目 Assume a bond's quoted price is 105.22 and the accrued interest is $3.54. The bond has a par value of $100. What is the bond's clean price? 选项 A.$100.00. B.$103.54. C.$105.22. D.$108.76. [...]

题目 A bank quotes an interest rate of 7.0% per annum with quarterly compounding. What is the equivalent rate with, respectively, continuous compounding and annual compounding? 选项 A.6.739% [...]

题目 Consider the following, a 7-year zero-coupon bond carries an annual yield of 6.75% and a 6-year zero coupon bond carries an annual yield of 5.87%. Calculate the 1 year forward rate 6 years [...]

题目 Suppose a bond’s quoted price is 105 7/32 and the accrued interest is $23.54. If the bond has a par value of $1,000, what is the bond’s flat price? 选项 A.$1,000.00 B.$1,023.54 [...]