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CFA一级Fixed Income科目中的考题做了没有?

2022-04-18 09:15 作者:融跃CFA网校  | 我要投稿

CFA考试中虽说CFA定量考题不多,但是还是有的,那在CFA一级中的Fixed Income科目中的考题你做了没有?今日融跃小编带着几道题看看你能不能做对呢?

【1】The yield of a 3-year bond issue quoted on an annual-pay basis is 7.84%. The yield-to-maturity on a bond-equivalent basis is closest to:
A. 3.85%
B. 7.69%
C. 7.84%

Answer:B
(1+bond-equivalent yield/2) 2 =1+annual-pay yield
In this case,
(1+bond-equivalent yield/2) 2 =1+0.0784
Therefore, bond-equivalent yield=7.69%
B is the correct answer.

【2】Tina Mo, a fixed income analyst, is asked to value a single, default-free cash flow of $60,000. She is given the information in the following table:

The value of this single cash flow at the end of Period 4 is closest to:

A. $56,427   B. $56,309     C. $56,276

Answer:C

The theoretical spot rate for Treasury securities represent the appropriate set of interest rates that should be used to value single, default-free cash flows.Therefore: $60,000/(1+0.0323/2)4=$56,276

所以对于这个考题你学习掌握的如何?在备考中需要相关的CFA考试题这边有CFA题库


CFA一级Fixed Income科目中的考题做了没有?的评论 (共 条)

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