2019 CFA level 1 SS 16 fixed income ANalysis of RIsk

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2019 CFA level 1 SS 16 fixed income ANalysis of RIsk

ss 16 Fixed Income: Analysis of RiskQuestion #1 of 131Question ID -4156Ô8A bond's duration is 4 5 and its convexity is 87 2. If interest rates rise 10

2019 CFA level 1 SS 16 fixed income ANalysis of RIsk 00 basis points, the bond's percentage price change is ctosesf to:A)-4.50%.B)-4.94%.C)-4.06%.Question #2 of 131Question ID 415630Holding other factors

constant, the interest rate risk of a coupon bond is higher when the bond's:A)yield to maturity is lower.B)coupon rate is higherC)current yield is hi 2019 CFA level 1 SS 16 fixed income ANalysis of RIsk

gherQuestion #3 of 131Question ID 472434An analyst has stated that, holding all else constant, an increase in the maturity of a coupon bond will incre

2019 CFA level 1 SS 16 fixed income ANalysis of RIsk

ase its interest rate risk, and that a decrease in the coupon rate of a coupon bond will decrease Its Interest rate risk. The analyst IS correct with

ss 16 Fixed Income: Analysis of RiskQuestion #1 of 131Question ID -4156Ô8A bond's duration is 4 5 and its convexity is 87 2. If interest rates rise 10

2019 CFA level 1 SS 16 fixed income ANalysis of RIsk asure of price sensitivity to a:Question ID 472432A)parallel shift in the benchmark yield curve.B)change in a bond's cash flows.C) change in yield at

a single maturity.Question #5 of 131Question ID 415615An investor finds that for a 1% increase in yield to maturity, a bond's price will decrease by 4 2019 CFA level 1 SS 16 fixed income ANalysis of RIsk

.21% compared to a 4.45% increase in value for a 1% dedine in YTM If the bond is currently trading at par value, the bond's approximate modified durat

2019 CFA level 1 SS 16 fixed income ANalysis of RIsk

ion is closest to:A)8 66B)43 30C)4 33.Question #6 of 131Question ID 415665Consider a bond with modified duration of 5.61 and convexity of 43.84. Which

ss 16 Fixed Income: Analysis of RiskQuestion #1 of 131Question ID -4156Ô8A bond's duration is 4 5 and its convexity is 87 2. If interest rates rise 10

2019 CFA level 1 SS 16 fixed income ANalysis of RIsk 12%.

ss 16 Fixed Income: Analysis of RiskQuestion #1 of 131Question ID -4156Ô8A bond's duration is 4 5 and its convexity is 87 2. If interest rates rise 10