问题如下图：反向债券和浮动利率债券受利率影响方式负相关？利率波动影响的都是coupon？而固定利率受市场利率波动直接影响的价格？
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2016082402000044问题如下 With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuance of a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof an equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valid because a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bond back). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. 为什么A错了，不太明白
NO.PZ2016082402000044 With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. callable bon和 coverecall 一样吗，有什么区别吗。还有为什么callable bon于short bon+long call呢，我画了图，他们两个相加应该是long put那个图形吧
NO.PZ2016082402000044 With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. B 的issuranof a callable不是 long callable的意思吗。
Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. 逆浮动的久期为什么更长？？？？？
With any other factors remaining unchange whiof the following statements regarng bon is not vali The priof a callable bonincreases when interest rates increase. Issuanof a callable bonis equivalent to a short position in a straight bonplus a long call option on the bonprice. The put feature in a puttable bonlowers its yielcomparewith the yielof equivalent straight bon The priof inverse floater creases interest rates increase. ANSWER: A Answer B is valibecause a short position in a callable bonis the same a short position in a straight bonplus a long position in a call (the issuer ccall the bonback). Answer C is valibecause a put is favorable for the investor, so it lowers the yiel Answer is valibecause inverse floater hhigh ration. 能下 啥是逆浮动债券吗
