爱考云 - 搜题找答案神器_海量试题解析在线查

题目 The per annum discount rate of a 180-day T-bill with a cash price of 98 is closest to: 选项 A.1% B.2% C.3% D.4% 答案 D 解析 The discount rate, orquoted price, is calculated as: (360/n) [...]

题目 As a zero-coupon bond approaches its maturity date (i.e., as the term to maturity decreases). EACH of the following is necessarily true EXCEPT: 选项 A.The price increases B.The price [...]

题目 Consider the following, a 7-year zero-coupon bond carries an annual yield of 6.75% and a 6-year zero coupon bond carries an annual yield of 5.87%. Calculate the 1 year forward rate 6 years [...]

题目 A $1,000 par bond carries a coupon rate of 10%, pays coupons semiannually, and has 13 years remaining to maturity. Market rates are currently 9.25%. The price of the bond is closest to: 选项 [...]

题目 Assume the cash price on a 90 T-bill is quoted as 99. Which of the following is closest to the discount rate? 选项 A.4% B.7% C.6% D.5% 答案 A 解析 [...]

题目 Assume the following continuously compounded zero rates: 1.0% at 0.5 years; 1.6% at 1.0 year; 1.9% at 1.5 years; and 2.5% at 2.0 years. What is the theoretical price of a bond with a $100 [...]

题目 Austin Traynor is considering buying a $1,000 face value, semi-annual coupon bond with a quoted price of 104.75 and accrued interest since the last coupon of $33.50. If Bob pays the dirty [...]

题目 Suppose a bond’s quoted price is 105 7/32 and the accrued interest is $23.54. If the bond has a par value of $1,000, what is the bond’s flat price? 选项 A.$1,000.00 B.$1,023.54 [...]

题目 The practice of adjusting the margin balance in a futures account for the daily change in the futures price is called: 选项 A.settling up. B.marking to market. C.a margin call. D.the daily [...]

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