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题目 A ten-year bond pays a semi-annual coupon with a coupon rate of 7.0% and the bond's yield (YTM) is 6.0%. If the yield remains unchanged, what happens to the price of the bond in six months? [...]

题目 According to the Principles for sound stress testing practices and supervision by BIS, when is stress testing especially important? 选项 A.When new regulations such as Basel III or [...]

题目 If the spot rate term structure is flat, what is true of the discount function (i.e., the set of discount factors) as function of maturity? 选项 A.Flat B.Increasing with maturity [...]

题目 The price of a $1,000 par value Treasury bond (T-Bond) with a 3% coupon that matures in 1.5 years is closest to:「huixue_img/importSubject/1564170383932919808.png」 选项 A.$1,010.02 [...]

题目 The price of a six-month zero-coupon bond is $99.90 and the price of a one-year zero-coupon bond is $98.56. What is the implied six-month forward rate, under semi-annual compounding? 选项 [...]

题目 The spot rate term structure is upward-sloping: 1.0% at 0.5 years, 2.0% at 1.0 years, 3.0% at 1.5 years, and 4.0% at 2.0 years. What is the price of two-year $100 face value bond that pays a [...]

题目 Assume the following discount function, which is a set of discount factors: d(0.5) = 0.990, d(1.0) = 0.970, d(1.5) = 0.960, d(2.0) = 0.950. A U.S. Treasury bond pays a semi-annual coupon at a [...]

题目 Which of the following bonds offers the highest yield (YTM)? 选项 A.7-year bond with a 3% coupon trading at par B.20-year bond with a 4% coupon trading at a 15% premium to par C.10-year bond [...]

题目 Each of the following is necessarily true about a bond's yield (YTM) EXCEPT: 选项 A.If the term structure of spot rates is flat at X%, a bond's yield must be also be X% B.Regardless of the [...]

题目 Peter paid $93.40 to purchase a bond on June 1st, 2018; the bond pays a semi-annual coupon with a coupon rate of 3.0% per annum and matures in 10.0 years on June 1st, 2028. One year later, on [...]