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whuang74 · 2025年02月14日

interest rate risk和reinvestment risk

NO.PZ2023120801000078

问题如下:

Consider two bonds that are identical except for their coupon rates. The bond that will have the highest interest rate risk most likely has the:

选项:

A.

highest coupon rate.

B.

coupon rate closest to its market yield.

C.

lowest coupon rate.

解释:

Correct Answer: C

A lower coupon rate means that more of the bond's value comes from repayment of face value, which occurs at the end of the bond's life.

所以interest rates risk和price risk 一样,相反于reinvestment risk吗

1 个答案

笛子_品职助教 · 2025年02月14日

嗨,爱思考的PZer你好:


所以interest rates risk和price risk 一样,相反于reinvestment risk吗

Hello,亲爱的同学~

是的,同学理解正确。

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