当前位置： 找题吧 >  CFA特许金融分析师 CFA考试LevelⅠ
[单选题]

A floating-rate security will have the greatest duration:

A.The day before the reset date.

B.The day after the reset date.

C.never--floating-rate securities have a duration of zero.

参考答案与解析：

相关试题

All else being equal, the ceiling on a floating-rate security is most likely to benefit the:

[单选题]All else being equal, the ceiling on a floating-rate security is most likel

  • 查看答案

    • A floating-rate security is most likely to trade at a discount to its par value because the:

    [单选题]A floating-rate security is most likely to trade at a discount to its par v

  • 查看答案

    • For a 10-year floating-rate security, if market interest rates change by 1%, the change in the value

    [单选题]For a 10-year floating-rate security, if market interest rates change by 1%

  • 查看答案

    • Which of the following statements is most accurate with regard to floating-rate issues that have cap

    [单选题]Which of the following statements is most accurate with regard to floating-

  • 查看答案

    • An inverse floating-rate bond:

    [单选题]An inverse floating-rate bond:A.may,under certain circumstances,require the

  • 查看答案

    • A 5-year floating-rate security was issued on January 1, 2006. The coupon rate formula was 1-year LI

    [单选题]A 5-year floating-rate security was issued on January 1, 2006. The coupon r

  • 查看答案

    • Consider a $1 million semiannual-pay, floating-rate issue where the rate is reset on January 1 and J

    [单选题]Consider a $1 million semiannual-pay, floating-rate issue where the rate is

  • 查看答案

    • Centro Corp. recently issued a floating-rate note (FRN) that includes a feature that prevents its co

    [单选题]Centro Corp. recently issued a floating-rate note (FRN) that includes a fea

  • 查看答案

    • In contrast to the full valuation approach to measuring interest rate risk, the duration/convexity a

    [单选题]In contrast to the full valuation approach to measuring interest rate risk,

  • 查看答案

    • Which of the following bonds has the greatest interest rate risk?

    [单选题]Which of the following bonds has the greatest interest rate risk?A.5% 10-ye

  • 查看答案

    • A floating-rate security will have the greatest duration: