水同學
2024-01-08 05:04固收,Q63,Embedded option,case中沒有給出答案里的信息去判斷這三個bond是什么,和判斷3種說法。題目是不是出錯了
所屬:CFA Level II > Fixed Income 視頻位置 相關試題
來源: 視頻位置 相關試題
1個回答
Danyi助教
2024-01-09 14:23
該回答已被題主采納
同學你好,
題干里面有說哦,在前面: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.
