You are currently holding a portfolio of bonds. Interest rates are expected to i

游客2025-06-20 18

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。

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You are currently holding a portfolio of bonds. Interest rates are expected to i

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

Associetychanges,socialvaluesandlinguisticvaluesbegintodiverge.La

年糕(ChineseNewYearCake)是中国人的传统食品。距今已有两千年的历史。早期被用来祭奠灶神(theKitchenGod)，其后渐

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