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[CFA level 1模拟真题]Version 2 Questions-Q53

Q53. Holding all other factors constant, an increase in expected yield volatility will cause the price of a (n):

A. putable bond to increase.

B. callable bond to increase

C. Embedded put option to decease.

D. Embedded call option to decease.

答案和详解如下:

Q53.  A         Study Session 15-66.n

Increasing yield volatility increases the-value of bath put options and call options, which increase the value of a putable bond but decreases the value of a callable bond.

a

TOP

see

TOP

TOP

a

TOP

?a

TOP

see

TOP

a

TOP

TOP

a

TOP

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