标题: Fixed Income Quiz [打印本页] 作者: adehbone 时间: 2011-7-11 19:55 标题: Fixed Income Quiz
Which of the following is true:
a) The average institutional fixed-income portfolio has approximately 85 percent of the assets managed passively and 15 percent actively managed.
b) Quality option is the option of which acceptable Treasury issue to deliver.
c) A UK investor may perfectly hedge a $10 million MBS position by entering a forward to deliver pounds and receive dollars.
NO EXCUSES作者: oneboy 时间: 2011-7-11 19:55
B Quality, Wild Card, Timing.
I have no idea if A is right or not. C is definitely not right. MBS position has variable cash flows based on prepayment.
Edited 1 time(s). Last edit at Monday, May 23, 2011 at 06:18PM by Paraguay.作者: thommo77 时间: 2011-7-11 19:55
B. i read that in my notes last night.作者: mcmc 时间: 2011-7-11 19:55
B as well- I don't remember the numbers, but I think a large majority of fixed income assets are actively managed.
Foreign MBS investments have a touch more to consider than just the currency factor.作者: dyga 时间: 2011-7-11 19:55
B=swap options作者: mar350 时间: 2011-7-11 19:55
dunno but sounds like A for me作者: nannan66 时间: 2011-7-11 19:55
Answer is B
NO EXCUSES作者: Chuckrox 时间: 2011-7-11 19:55
whats the correct percentage for A???作者: strikethree 时间: 2011-7-11 19:55
B
Edit: yay!
Edited 1 time(s). Last edit at Friday, May 27, 2011 at 09:43PM by muffin09.
