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标题: 注意:125340FINAL答案 [打印本页]

作者: Mayson 时间: 2006-10-30 22:06:24 标题: 注意:125340FINAL答案

125340 0502 0601 FINAL的答案已经公布在WEBCT了...请大家及时查阅. GOOD LUCK. 感谢125340群内同学的提醒!

[ 本帖最后由 Mayson 于 2006-10-30 22:16 编辑 ]

作者: Mayson 时间: 2006-10-31 02:55:38

再顶顶~~~~~~~~

作者: lsde 时间: 2006-10-31 17:24:45

41. Which of the following bonds will experience the greatest price fluctuation for a given change in interest rates?
a. a 5% coupon bond with 10 years to maturity.
b. an 8% coupon bond with 10 years to maturity.
c. a 5 % coupon bond with 12 years to maturity.
d. an 8% coupon bond with 12 years to maturity.
e. It cannot be determined with the information provided.

42. A portfolio manager of an actively managed bond mutual fund expects interest rates to increase in the near future. Which of the following bonds would he be most likely to include in his portfolio, based on his expectations?
a. a zero-coupon bond with 10 years to maturity.
b. a 10% bond with 10 years to maturity.
c. a 12% bond with 5 years to maturity.
d. a 10% bond with 5 years to maturity.
e. a 12% bond with 10 years to maturity.

两个都选C，这两题有那位能给解释一下因为什么吗？

作者: Mayson 时间: 2006-10-31 17:30:45

41与42是相反的。。。highest coupon rate with shortest maturity

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