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题目 Two banks enter into a 1-year plain vanilla interest-rate swap with the following terms: Notional principal is $500,000,000. The fixed component of the swap is 7%. The floating component of [...]

题目 Which of the following forms of insurance provides a specified amount of insurance coverage for the life of the policyholder so payment will occur upon death, but there is uncertainty as to [...]

题目 In regard to various hedge fund strategies, each of the following statements is generally true EXCEPT which statement is false? 选项 A.Although prior to 2009, hedge fund returns lagged the [...]

题目 You are given the following information about an interest rate swap:● 2-year term● Semiannual payment● Fixed rate = 6%● Floating rate = LIBOR+50 basis points● Notional principal USD [...]

题目 Mortgage-Backed securities (MBS) are a class of securities where the underlying is a pool of mortgages. Assume that the mortgages are insured, so that they do not have default risk. The [...]

题目 Consider the following 3-year currency swap, which involves exchanging annual interest of 2.75% on 10 million US dollars for 3.75% on 15 million Canadian dollars. The spot rate is 1.52 (1.52 [...]

题目 The success of the currency swap markets has been explained by which of the following? 选项 A.Comparative advantage arguments. B.Floating interest rate risk arguments. C.Reduced counterparty [...]

题目 You have entered into a currency swap in which you receive 4% per annum in yen and pay 6% per annum in dollars once a year. The principals in the two currencies are 1000 million yen and [...]

题目 You are given the following information about an interest rate swap: ●2-year term ●Semiannual payment ●Fixed rate = 6% ●Floating rate = LIBOR+50 basis points ●Notional principal USD [...]

题目 Suppose that the term structure of risk-free interest rates is flat in both Japan and the United States. The Japanese interest rate is 2.0% per annum and the U.S. interest rate is 3.0% per [...]