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考拉女士 · 2020年03月16日

问一道题:NO.PZ2018062006000034 [ CFA I ]

问题如下:

“An interbank offered rate can be used as a reference rate for swaps and floating-rate bonds. An example of interbank offered rate is LIBOR, which is quoted with maturities from one day to five years.” The statement is

选项:

A.

Correct.

B.

Incorrect about use of the reference rate.

C.

Incorrect about maturity of LIBOR.

解释:

C is correct.

LIBOR is published daily for several currencies and for maturities of one day to one year, not five years.

老师,这道题不是太懂,可以解释一下吗?

1 个答案
已采纳答案

吴昊_品职助教 · 2020年03月17日

Libor是一年以下的短期利率,期限可以从一天到一年,有一天的libor,半年的libor或者一年的libor。所以原文中which is quoted with maturities from one day to five years表述有问题。