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金融民工阿聪 · 2021年05月03日

理解的问题

NO.PZ2020042003000080

问题如下:

Yield curves provide a clue about overpriced and underpriced securities, Security A and B have the same investment risks. If security A’s yield lies below the current yield and security B’s yield lies above the current yield, which of the following statement is correct?

选项:

A.

Security A is currently undervalued, and security B is currently overvalued

B.

Security A is currently overvalued, and security B is currently undervalued

C.

Both Security A and Security B is currently overvalued

D.

Both Security A and Security B is currently undervalued

解释:

考点:对Maturity Management Tools的理解

答案:B

解析:

Security A的收益率在current yield下方,代表Security A相对被高估,Security B的收益率在Current yield的上方,代表Security B相对被低估。

If security A’s yield lies below the current yield and security B’s yield lies above the current yield

1.这句话里面的current yield是指“公允的利率”?

2.A‘s yield和B‘s yield是指他们卖的时候标价的yield吗?

1 个答案
已采纳答案

袁园_品职助教 · 2021年05月04日

1.这句话里面的current yield是指“公允的利率”?

current yield是当前收益率


2.A‘s yield和B‘s yield是指他们卖的时候标价的yield吗?


这里很好理解,一个投资产品的收益率比当前收益率低(Security A的收益率在current yield下方),说明你买贵了,否则你应该获得与当前相等的收益率,也就是被高估了

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NO.PZ2020042003000080 问题如下 Yielcurves provi a clue aboutoverpriceanunrpricesecurities, Security A anB have the sameinvestment risks. If security A’s yiellies below the current yielanecurity B’s yiellies above the current yiel whiof the followingstatement is correct? Security A is currently unrvalue anecurity B is currently overvalue Security A is currently overvalue anecurity B is currently unrvalue Both Security A anSecurityB is currently overvalue Both Security A anSecurity B is currently unrvalue 考点对Maturity Management Tools的理解答案B解析Security A的收益率在currentyiel方,代表Security A相对被高估,SecurityB的收益率在Current yiel上方,代表SecurityB相对被低估。 理论上yiel应该代表它present value低啊,就像中债估值高证明这个债券不值钱

2022-06-12 19:57 1 · 回答

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2022-02-03 21:34 1 · 回答

NO.PZ2020042003000080 这题怎么知道说的不是价格高估低估呢?

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