首页
登录
职称英语
You are currently holding a portfolio of bonds. Interest rates are expected to i
You are currently holding a portfolio of bonds. Interest rates are expected to i
游客
2025-06-20
25
管理
问题
You are currently holding a portfolio of bonds. Interest rates are expected to increase over the next few months. In order to protect your investment, your bond portfolio should contain bonds with the following characteristics:______.
选项
A、low convexity and low coupons
B、low convexity and high duration
C、high convexity and high coupons
D、high duration and high convexity
答案
C
解析
答案为B项。传统的规避汇率风险的方法是远期合同,而货币期权则属于衍生产品,不是传统避险工具。故本题选B项。
转载请注明原文地址:http://tihaiku.com/zcyy/4127038.html
相关试题推荐
Dirtypriceisthebondpriceexcludingaccruedinterest,i.e.,thepricepaidb
Thediscountrateis______.A、afreelyfluctuatingrateofinterestB、amarket-de
Thelargestsourceofabank’sincomeis______.A、itsportfolioofsecuritiesB、s
Thelargestassetofcommercialbanksis______.A、theirportfolioofsecuritiesB
Therelationshipbetweeninterestratesonvariousbondsandthetimetotheirm
Thefederalfundsrateistheinterestrate______.A、onovernightloansofreserv
Astraightbond______.A、paysarateofinterestthatislinkedtoanindex,such
Ahomeownerwhoisconvincedthatinterestrateswillriseinthefutureshould
Wheninterestratesrise,borrowersof______maysufferfromfinancialhardship.
Youarecurrentlyholdingaportfolioofbonds.Interestratesareexpectedtoi
随机试题
Youwillhearoneoftheongoingseriesofinterviewswithaninfluentialex
Thinkgolfis【C1】______game?Thinkagain.ResearchersincludingDebbieCrews
全国的nationwide;countrywide
[originaltext]Mr.Fosterstartedhispublishingbusinesswithonlyonemaga
下列选项中不属于中国画从表现手法上分类的是()。A.写意画 B.工笔画 C
我国目前制订卫生要求中,熏烤食品中B(α)P含量不应超过10μg/kg。( )
对于站用直流电源系统充电装置说法错误的是(____)。充电装置在检修结束恢复运行
男性,18岁,因“急性阑尾炎”行“阑尾切除术”,病理为坏疽性阑尾炎。术后次晨起,
通货膨胀实质是一种货币现象,表现为商品和生产要素价格总水平在一定时期内()。A
烟花爆竹工厂安全距离是指危险建筑物与周围建筑物之间的最小容许距离,设计安全距离时
最新回复
(
0
)