The bonds that can be delivered in a Treasury bond futures contract are
Assets that provide no income
B. Assets that provide a known cash income
C. Assets that provide a known yield
D. None of the above
查看答案
How much is a basis point?
A. 1.0%
B. 0.1%
C. 0.01%
D. 0.001%
Which of the following day count conventions applies to a US Treasury bond?
Actual/360
B. Actual/Actual (in period)
C. 30/360
D. Actual/365
The conversion factor for a bond is approximately
A. The price it would have if all cash flows were discounted at 6% per annum
B. The price it would have if it paid coupons at 6% per annum
C. The price it would have if all cash flows were discounted at 8% per annum
D. The price it would have if it paid coupons at 8% per annum
Duration matching immunizes a portfolio against
Any parallel shift in the yield curve
B. All shifts in the yield curve
Changes in the steepness of the yield curve
D. Small parallel shifts in the yield curve
微信支付 
支付宝支付