2、The effective duration of Bond #6 is:【单选题】 A. lower than or equal to 1. B. higher t
百度试题 题目4、Based on the information presented in Exhibit 1, the effective duration of the 5% coupon bond is closest to:【单选题】 A. 3.18. B. 0.70. C. 1.59. 相关知识点: 试题来源: 解析 C C is correct.
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A decline in the effective duration of a callable bond most likely implies that a bond’s: A. yield-to-worst has risen. B. yield-to-maturity has risen. C. benchmark yield curve has shifted upwards. 点击查看答案 广告位招租 联系QQ:5245112(WX同号) ...
B is correct. Effective duration indicates the sensitivity of a bond’s price to a 100 bps parallel shift of the benchmark yield curve assuming no change in the bond’s credit spread. The effective duration of an option-free bond such as Bond #3 changes very little in response to interest...
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Current price of $660 A price of $639 when interest rates rise 50 basis points A price of $684 when interest rates fall 50 basis points A. 3.1.B. 6.8.C. 6.5. 正确答案:B 分享到: 答案解析: The formula for calculating the effective duration of a bond is: where: V- = bond ...
B. Effective duration is the exact change in price due to a 100 basis point change in rates. C. Price volatility has a direct relationship with interest rate risk. D. For a specific bond, the effective duration formula results in a value of 8.80%. For a 50 basis point change in yield...
Effective duration of the bond. March 7 | Answer: A Explanation: Modified duration is less than Macaulay duration. The effective duration of a putable bond is less than its modified duration ignoring the put option. Q A portfolio manager who adds commodities to a portfolio of traditional investm...