NO.PZ2023120801000095
问题如下:
There are currently two Large-Cap Company bonds on the market to purchase, both with one-year maturities. Bond A is a non-callable bond while Bond B is a callable bond. A colleague asks whether you also considered looking at the key rate durations when comparing the interest rate risks of Bond A and Bond B. Would research into key rate durations for Bond A and Bond B help you make a better decision about the interest rate risk of the two bonds?
选项:
A.Yes
No
C.Inconclusive
解释:
Correct Answer: B
Since both bonds mature in one year, key rate duration analysis would not give you any additional insight, since both bonds would undergo the same shift in the curve.
如题