NO.PZ2023090201000076
问题如下:
With respect to interest rate risk, an investor who sells a fixed-rate bond after the first coupon is received and before its maturity is exposed to:
选项:
A.only price risk B.only reinvestment risk C.both price risk and reinvestment risk解释:
C is correct.
The investor faces coupon reinvestment risk for all coupons received and also faces market price risk as changes in the interest rate will impact the sale price of the bond.
考点:Reinvestment Risk & Price Risk
解析:投资者在收到第一笔coupon后,在债券到期之前卖出债券,将会同时收到再投资风险和价格风险。
可以的话麻烦截个图谢谢