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A five-year bond with a yield of 11% (continuously compounded) pays an 8% coupon at the end of each year. What is the bond's duration?() A.3.982 B.4.536 C.4.256 点击查看答案 你可能感兴趣的试题 问答题 Fill in the blank For the expressionf(t)=tε(t)+2ε(t−2)−tε(t...
帮忙翻译一下金融方面的英语吧~~谢谢~~1.why does the reinvestment rate affect the annual rate of return for the same bond?2.if the expected rate of return on our bonds is 10%,what is the duration of bond?
解析 A The duration of a floating rate bond is equal to the time until the next coupon payment takes place. As the coupon rate changes semi-annually with the level of the interest rate, a floating rate bond has the same duration
题目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. down 15.00%. C. up 1.46%.相关知识点: 试题来源: 解析 A ...
A The duration of a floating rate bond is equal to the time until the next coupon payment takes place. As the coupon rate changes semi-annually with the level of the interest rate, a floating rate bond has the same duration as a pure discount bond with time to maturity equal to the ti...
Both have modified duration of 3 years and face value of 900. Bond Y pays annual coupons and is priced at par. What is expected to happen to the market prices of bond X and bond Y, in dollar terms, if there is a parallel upward shift in the yield curve of 1%?() A. Both bond ...
XRF core scanners, with their rapid and non-destructive analytical capability, have now been used for two decades in the analysis of marine sediments. Initially they were used to record variations in fundamental parameters such as calcium carbonate strat
fankui@gaodun.com
What is meant by the Duration of a Bond - The duration of a bond is its weighted average of times of cash flow. The calculation of duration provides importance to cash flows and their timing. The weight is calculated for the present value of cash flow to