水同學(xué)
2024-01-08 04:47固收，Q61，Embedded option，case中沒(méi)有給出答案里的信息去判斷這三個(gè)bond，那個(gè)表現(xiàn)超預(yù)期。
所屬：CFA Level II > Fixed Income 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
Danyi助教
2024-01-09 14:20
該回答已被題主采納
同學(xué)你好，
題干里面說(shuō)了：Hamilton is analyzing three bonds being considered for investment by Harding: CommCo, which is currently callable at par; StorageTech, which is currently putable at par; and NexTec, which has a make-whole call provision. All three bonds have a five-year maturity, are of equivalent credit quality, and pay the same coupon (3.5%). Harding believes that interest rates will increase more rapidly than currently implied by the market.
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