frr0717
2017-11-09 13:21老師好, 這是協(xié)會(huì)的練習(xí)題. 我沒(méi)明白, 麻煩解釋下為什么. 謝謝 Q. The maturity effect is least likely to hold for a: A. low-coupon, long-term bond trading at a discount. B. zero-coupon bond. C. low-coupon, long-term bond trading at a premium. Solution A is correct. In some situations, the maturity effect may not hold for a low-coupon bond that is trading below par. B is incorrect because the maturity effect will always hold for a zero-coupon bond. C is incorrect because the maturity effect will hold for a low-coupon bond that is trading above par. Introduction to Fixed-Income Valuation Learning Outcome Identify the relationships among a bond’s price, coupon rate, maturity, and market discount rate (yield-to-maturity)
所屬：CFA Level I 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
金融慕播課賀老師助教
2017-11-09 17:34
該回答已被題主采納
同學(xué)你好。
maturity effect是說(shuō)債券的maturity越大，久期就越大。但是折價(jià)債券例外，這張圖在基礎(chǔ)班講義中有講過(guò)。
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