开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

逢考必过过过过过过 · 2020年09月18日

问一道题:NO.PZ2016031001000085 [ CFA I ]

问题如下:

Which of the following statements describing a par curve is incorrect?

选项:

A.

A par curve is obtained from a spot curve.

B.

All bonds on a par curve are assumed to have different credit risk.

C.

A par curve is a sequence of yields-to-maturity such that each bond is priced at par value.

解释:

B is correct.

All bonds on a par curve are assumed to have similar, not different, credit risk. Par curves are obtained from spot curves and all bonds used to derive the par curve are assumed to have the same credit risk, as well as the same periodicity, currency, liquidity, tax status, and annual yields. A par curve is a sequence of yields-to-maturity such that each bond is priced at par value.

C不对吗?没明白C为什么不对
1 个答案

WallE_品职答疑助手 · 2020年09月18日

同学你好,

这道题选不对的呀,C是对的,所以选B