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An interest rate is 5% per annum with continuous compounding. What is the equivalent rate with semiannual compounding?

A. 5.06%
B. 5.03%
C. 4.97%
D. 4.94%

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The two-year zero rate is 6% and the three year zero rate is 6.5%. What is the forward rate for the third year? All rates are continuously compounded.

A. 6.75%
B. 7.0%
C. 7.25%
D. 7.5%

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Under liquidity preference theory, which of the following is always true?

A. The forward rate is higher than the spot rate when both have the same maturity.
B. Forward rates are unbiased predictors of expected future spot rates.
C. The spot rate for a certain maturity is higher than the par yield for that maturity.
D. Forward rates are higher than expected future spot rates.

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Which of the following is true of the fed funds rate

A. It is the same as the Treasury rate
B. It is an overnight interbank rate
C. It is a rate for which collateral is posted
D. It is a type of repo rate

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The modified duration of a bond portfolio worth $1 million is 5 years. By approximately how much does the value of the portfolio change if all yields increase by 5 basis points?

A. Increase of $2,500
B. Decrease of $2,500
C. Increase of $25,000
Decrease of $25,000

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An interest rate is 5% per annum with continuous compounding. What is the equivalent rate with semiannual compounding?

A. 5.06% B. 5.03% C. 4.97% D. 4.94%

The two-year zero rate is 6% and the three year zero rate is 6.5%. What is the forward rate for the third year? All rates are continuously compounded.

Under liquidity preference theory, which of the following is always true?

Which of the following is true of the fed funds rate

The modified duration of a bond portfolio worth $1 million is 5 years. By approximately how much does the value of the portfolio change if all yields increase by 5 basis points?

A. 5.06%
B. 5.03%
C. 4.97%
D. 4.94%