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【单选题】
Calculate the price at the beginning of year 1 of a 10% annual coupon bond with face value $1,000 and 5 years to maturity.$r(0,1)=5.8$%, $f(1,2)=6.4$%, $f(2,3)=7.1$%, $f(3,4)=7.3$%, $f(4,5)=7.4$%.
A.
$1,105
B.
$1,132
C.
$1,179
D.
$1,150
E.
$1,119
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【单选题】The following is a list of prices for zero-coupon bonds with different maturities and par values of $1,000.Maturity (Years)Price1$943.402881.683808.884742.09What is the price of a 4-year maturity bond...
A.
$742.09
B.
$1,222.09
C.
$1,000.00
D.
$1,141.92
E.
None of the options are correct.
【单选题】What is the price of a 2-year maturity bond with a 5% coupon rate paid annually? (Par value = \$1,000.)Suppose that all investors expect that interest rates for the 4 years will be as follows:$r(0,1)=...
A.
$1,092.97
B.
$1,054.24
C.
$1,028.51
D.
$1,073.34
E.
None of the options are correct.
【单选题】The yield curve is a component of ________
A.
the Dow Jones Industrial Average.
B.
the consumer price index.
C.
the index of leading economic indicators.
D.
the producer price index.
E.
the inflation index.
【单选题】The expectations theory of the term structure of interest rates states that ________
A.
forward rates are determined by investors' expectations of future interest rates.
B.
forward rates exceed the expected future interest rates.
C.
yields on long- and short-maturity bonds are determined by the supply and demand for the securities.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】Ceteris paribus, the duration of a bond is positively correlated with the bond's________
A.
time to maturity.
B.
coupon rate.
C.
yield to maturity.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】Suppose that all investors expect that interest rates for the 4 years will be as follows:$r(0,1)=3$%, $f(1,2)=4$%, $f(2,3)=5$%, $f(3,4)=6$%.What is the price of 3-year zero-coupon bond with a par valu...
A.
$889.08
B.
$816.58
C.
$772.18
D.
$765.55
E.
None of the options are correct.
【单选题】What is the yield to maturity on a 3-year zero-coupon bond? The following is a list of prices for zero-coupon bonds with different maturities and par values of $1,000.Maturity (Years)Price1$925.152862...
A.
6.37%
B.
9.00%
C.
7.33%
D.
8.24%
【单选题】Holding other factors constant, the interest-rate risk of a coupon bond is higher when the bond's________
A.
term to maturity is lower.
B.
coupon rate is higher.
C.
yield to maturity is lower.
D.
current yield is higher.
E.
None of the options are correct.
【单选题】Holding other factors constant, the interest-rate risk of a coupon bond is higher when the bond's________
A.
term to maturity is higher.
B.
coupon rate is higher.
C.
yield to maturity is higher.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】The "modified duration" used by practitioners is equal to the Macaulay duration________
A.
times the change in interest rate.
B.
times (one plus the bond's yield to maturity).
C.
divided by (one minus the bond's yield to maturity).
D.
divided by (one plus the bond's yield to maturity).
E.
None of the options are correct.
相关题目：
【单选题】The following is a list of prices for zero-coupon bonds with different maturities and par values of $1,000.Maturity (Years)Price1$943.402881.683808.884742.09What is the price of a 4-year maturity bond...
A.
$742.09
B.
$1,222.09
C.
$1,000.00
D.
$1,141.92
E.
None of the options are correct.
【单选题】What is the price of a 2-year maturity bond with a 5% coupon rate paid annually? (Par value = \$1,000.)Suppose that all investors expect that interest rates for the 4 years will be as follows:$r(0,1)=...
A.
$1,092.97
B.
$1,054.24
C.
$1,028.51
D.
$1,073.34
E.
None of the options are correct.
【单选题】The yield curve is a component of ________
A.
the Dow Jones Industrial Average.
B.
the consumer price index.
C.
the index of leading economic indicators.
D.
the producer price index.
E.
the inflation index.
【单选题】The expectations theory of the term structure of interest rates states that ________
A.
forward rates are determined by investors' expectations of future interest rates.
B.
forward rates exceed the expected future interest rates.
C.
yields on long- and short-maturity bonds are determined by the supply and demand for the securities.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】Ceteris paribus, the duration of a bond is positively correlated with the bond's________
A.
time to maturity.
B.
coupon rate.
C.
yield to maturity.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】Suppose that all investors expect that interest rates for the 4 years will be as follows:$r(0,1)=3$%, $f(1,2)=4$%, $f(2,3)=5$%, $f(3,4)=6$%.What is the price of 3-year zero-coupon bond with a par valu...
A.
$889.08
B.
$816.58
C.
$772.18
D.
$765.55
E.
None of the options are correct.
【单选题】What is the yield to maturity on a 3-year zero-coupon bond? The following is a list of prices for zero-coupon bonds with different maturities and par values of $1,000.Maturity (Years)Price1$925.152862...
A.
6.37%
B.
9.00%
C.
7.33%
D.
8.24%
【单选题】Holding other factors constant, the interest-rate risk of a coupon bond is higher when the bond's________
A.
term to maturity is lower.
B.
coupon rate is higher.
C.
yield to maturity is lower.
D.
current yield is higher.
E.
None of the options are correct.
【单选题】Holding other factors constant, the interest-rate risk of a coupon bond is higher when the bond's________
A.
term to maturity is higher.
B.
coupon rate is higher.
C.
yield to maturity is higher.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】The "modified duration" used by practitioners is equal to the Macaulay duration________
A.
times the change in interest rate.
B.
times (one plus the bond's yield to maturity).
C.
divided by (one minus the bond's yield to maturity).
D.
divided by (one plus the bond's yield to maturity).
E.
None of the options are correct.
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