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2023-01-25 00:281
Consider two bonds that are identical except for their coupon rates. The bond that will have the highest interest rate risk most likely has the: a. lowest coupon rate. b. coupon rate closest to its market yield. c. highest coupon rate. 老師您好,在持有到期的前提下,息票率越高再投資的風(fēng)險不就是越大嗎
所屬:CFA Level I > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Danyi助教
2023-01-28 10:33
該回答已被題主采納
同學(xué)你好,
這里題干中說到的interest rate risk利率風(fēng)險是用久期來進(jìn)行衡量的,久期越大,利率風(fēng)險也就越大。coupon rate和久期是成反比,也就是coupon rate越小,久期越大,也就意味著利率風(fēng)險越大。
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