aLife is a mirror.When you smile in front of it ,it will also smile and so will it when you cry to it. 生活是镜子。当您在它前面微笑,它也将微笑和,因此意志它,当您哭泣到它。[translate] aan equal increase in all bond interest rates 在所有政券利率的相等的增量[translate]...
题目Which of the following are generally TRUE of bonds?A.A bond's return equals the yield to maturity when the time to maturity is the same as the holding period.B.A rise in interest rates is associated with a fall in bond prices, resulting in capital gains on bon...
A bond has a face value of $1000 and pays an annual interest rate of 5%. How much interest will you receive in a year? A. $50 B. $100 C. $150 D. $200 相关知识点: 试题来源: 解析 A。解析:1000 美元的债券,5%的年利率,利息为 1000×5%=50 美元。B 选项计算错误,1000 的 10%才...
Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Pricesdoi:10.2139/ssrn.633This paper obtains equilibrium interest rate option prices for discontinuous short-term interest rate processes. The prices are first obtained for a general dis...
If the bond is currently trading at par value, the bond’s duration is closest to:A. 4.33.B. 8.66.C. 43.30. 正确答案:A 分享到: 答案解析: Duration is a measure of a bond’s sensitivity to changes in interest rates. Duration = (V- –V+) / [2V0(change in required yield)] ...
百度试题 题目The interest rate risk of a fixed-rate bond with an embedded call option is best measured by:? Effective durationModified durationMacaulay duration空 相关知识点: 试题来源: 解析 Effective duration 反馈 收藏
Question 5 An $850 bond has a modified duration of 8. If interest rates fall 50 basis points, the bond’s price will: A. increase B. 5%. C. increase D. 00. E. decrease F. 50. G. increase . 00. 相关知识点: 试题来源: 解析 Dincrease by 34.00.ΔP/P = (-)(MD)(Δi)Δ...
aWe note that there is some additional interest rate risk for fixed rate bonds due to the bond not trading at par as mentioned earlier. This is the same as the breakage of an interest rate swap in an asset swap. 我们注意到,有某一另外的利率风险为固定利率债券由于债券不换在同水准如前面提到...
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 A、96.28 B、100 C、103.81 D、空
Building an investment portfolio may require personalization and finesse, but it can also be ultra-simple.