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【单选题】
Structure of interest rates is ________
A.
the relationship between the rates of interest on all securities.
B.
the relationship between the interest rate on a security and its time to maturity.
C.
the relationship between the yield on a bond and its default rate.
D.
All of the options are correct.
E.
None of the options are correct.
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参考答案：
举一反三
【单选题】An inverted yield curve is one ________
A.
with a hump in the middle.
B.
constructed by using convertible bonds.
C.
that is relatively flat.
D.
that plots the inverse relationship between bond prices and bond yields.
E.
that slopes downward.
【单选题】A 10% coupon bond with annual payments and 10 years to maturity is callable in three years at a call price of \$1,100. If the bond is selling today for $975, the yield to call is ________
A.
10.26%.
B.
10.00%.
C.
9.25%.
D.
13.98%.
E.
None of the options are correct.
【单选题】Which of the following combinations will result in a sharply-increasing yield curve?________
A.
Increasing future expected short rates and increasing liquidity premiums
B.
Decreasing future expected short rates and increasing liquidity premiums
C.
Increasing future expected short rates and decreasing liquidity premiums
D.
Increasing future expected short rates and constant liquidity premiums
E.
Constant future expected short rates and increasing liquidity premiums
【单选题】According to the expectations hypothesis, an upward-sloping yield curve implies that ________
A.
interest rates are expected to remain stable in the future.
B.
interest rates are expected to decline in the future.
C.
interest rates are expected to increase in the future.
D.
interest rates are expected to decline first, then increase.
E.
interest rates are expected to increase first, then decrease.
【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$943.402881.683808.884742.09According to the expectations theory, what ...
A.
7.00%
B.
7.33%
C.
9.00%
D.
11.19%
E.
None of the options are correct.
【单选题】A coupon bond that pays interest semi-annually has a par value of $1,000, matures in seven years, and has a yield to maturity of 11%. The intrinsic value of the bond today will be ________ if the coup...
A.
$922.78
B.
$894.51
C.
$1,075.80
D.
$1,077.20
E.
None of the options are correct.
【单选题】An upward-sloping yield curve ________
A.
may be an indication that interest rates are expected to increase.
B.
may incorporate a liquidity premium.
C.
may reflect the confounding of the liquidity premium with interest rate expectations.
D.
All of the options are correct.
E.
None of the options are correct.
【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
【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.
相关题目：
【单选题】An inverted yield curve is one ________
A.
with a hump in the middle.
B.
constructed by using convertible bonds.
C.
that is relatively flat.
D.
that plots the inverse relationship between bond prices and bond yields.
E.
that slopes downward.
【单选题】A 10% coupon bond with annual payments and 10 years to maturity is callable in three years at a call price of \$1,100. If the bond is selling today for $975, the yield to call is ________
A.
10.26%.
B.
10.00%.
C.
9.25%.
D.
13.98%.
E.
None of the options are correct.
【单选题】Which of the following combinations will result in a sharply-increasing yield curve?________
A.
Increasing future expected short rates and increasing liquidity premiums
B.
Decreasing future expected short rates and increasing liquidity premiums
C.
Increasing future expected short rates and decreasing liquidity premiums
D.
Increasing future expected short rates and constant liquidity premiums
E.
Constant future expected short rates and increasing liquidity premiums
【单选题】According to the expectations hypothesis, an upward-sloping yield curve implies that ________
A.
interest rates are expected to remain stable in the future.
B.
interest rates are expected to decline in the future.
C.
interest rates are expected to increase in the future.
D.
interest rates are expected to decline first, then increase.
E.
interest rates are expected to increase first, then decrease.
【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$943.402881.683808.884742.09According to the expectations theory, what ...
A.
7.00%
B.
7.33%
C.
9.00%
D.
11.19%
E.
None of the options are correct.
【单选题】A coupon bond that pays interest semi-annually has a par value of $1,000, matures in seven years, and has a yield to maturity of 11%. The intrinsic value of the bond today will be ________ if the coup...
A.
$922.78
B.
$894.51
C.
$1,075.80
D.
$1,077.20
E.
None of the options are correct.
【单选题】An upward-sloping yield curve ________
A.
may be an indication that interest rates are expected to increase.
B.
may incorporate a liquidity premium.
C.
may reflect the confounding of the liquidity premium with interest rate expectations.
D.
All of the options are correct.
E.
None of the options are correct.
【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
【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.
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