水同學(xué)
2024-01-08 05:04固收,Q63,Embedded option,case中沒(méi)有給出答案里的信息去判斷這三個(gè)bond是什么,和判斷3種說(shuō)法。題目是不是出錯(cuò)了
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 14:23
該回答已被題主采納
同學(xué)你好,
題干里面有說(shuō)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.
