爱考云 - 搜题找答案神器_海量试题解析在线查

题目 A 1-year 7.25% coupon bond is trading at a price of 98, a 2-year 6.1% coupon bond is trading at 99, and a 3-year 7.55% coupon bond is trading at 101. All coupons and rates are given using the [...]

题目 The continuously compounded 10-year spot rate is 5% and the 9-year spot rate is 4.8%. The 1-year forward rate nine years from now is closest to: 选项 A.4.1% B.5.1% C.5.9% D.6.8% 答案 D [...]

题目 Which of the following statements least likely describe a problem with bilaterally cleared over-the-counter (OTC) derivatives trades? 选项 A.The defaults of individual counterparties could [...]

题目 The price of a 72-day Treasury bill is quoted as 7.00. Which is nearest to the continuously compounded return (on an actual/365 basis) that an investor will earn on the Treasury bill for the [...]

题目 The per annum discount rate of a 180-day T-bill with a cash price of 98 is closest to: 选项 A.1% B.2% C.3% D.4% 答案 D 解析 The discount rate, orquoted price, is calculated as: (360/n) [...]

题目 As a zero-coupon bond approaches its maturity date (i.e., as the term to maturity decreases). EACH of the following is necessarily true EXCEPT: 选项 A.The price increases B.The price [...]

题目 A $1,000 par bond carries a coupon rate of 10%, pays coupons semiannually, and has 13 years remaining to maturity. Market rates are currently 9.25%. The price of the bond is closest to: 选项 [...]

题目 Austin Traynor is considering buying a $1,000 face value, semi-annual coupon bond with a quoted price of 104.75 and accrued interest since the last coupon of $33.50. If Bob pays the dirty [...]

题目 [...]

题目 以下不属于突发情况应对计划的内容的是： 选项 A.紧急反应程序 B.信息备份 C.业务影响评价和恢复计划 D.责任稽查程序 答案 D 解析 [...]