A: 0.1/0.9.
B: 0.9/0.1.
C: 0.2/0.8.
D: 0.8/0.2.
举一反三
- Is an option-free bond’s price sensitivity positively correlated with the: Bond’s coupon rate Level of market interest rates（） A: NO NO B: NO YES C: YES NO
- A3-year bond offers a 10% coupon rate with interest paid annually. Assuming the following sequence of spot rates, the price of the bond is closest to: Time Spot Rates 1yesr 8.0% 2yesr 9.0% 3yesr 9.5% A: 96.98. B: 101.46. C: 102.95.
- According<br/>to the expectations hypothesis, an upward-sloping yield curve implies<br/>that ________ A: interest<br/>rates are expected to remain stable in the future. B: interest<br/>rates are expected to decline in the future. C: interest<br/>rates are expected to increase in the future. D: interest<br/>rates are expected to decline first, then increase. E: interest<br/>rates are expected to increase first, then decrease.
- 【单选题】An upward-sloping term structure of interest rates indicates that: A. longer-term rates are higher than shorter-term rates B. investors should expect interest rates to decline in the future C. short and intermediate term rates are real rates while long term rates are nominal rates D. the Fed is expected to decrease rates in the near term E. the larger the investment in dollars, the higher the interest rate paid
- As the coupon rate of a bond increases, the bond's:() A: face value increases B: current price decreases C: interest payments increase D: maturity date is extended
内容
- 0
a bond offers an annual coupon rate of 4%, with interest paid semiannually. The bond matures in two years. At a market discount rate of 6%, the price of this bond per 100 of par value is closest to
- 1
If market interest rates rise, the price of a callable bond, compared to an otherwise identical option-free bond, will most likely: () A: Increase by less than the option-free bond. B: Decrease by less than the option-free bond. C: Decrease by more than the option-free bond. D: Decrease by the same amount as the option-free bond.
- 2
According to the pure expectations theory, an upward-sloping yield curve implies: A: interest rates are expected to decline in the future. B: interest rates are expected to increase in the future. C: longer-term bonds are riskier than short-term bonds.
- 3
The impact of national interest rate on the exchange rate is ( ). A: up to compare factors such as foreign interest rate and domestic inflation rate. B: rising interest rates, rising currencies C: falling interest rates, falling currencies D: falling interest rates and rising currencies
- 4
A bond has a modified duration of 6 and a convexity of 62.5. What happens to the bond's price if interest rates rise 25 basis points It goes:（） A: down 1.46%. B: up 4.00%. C: up 1.46%.