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Temat: CFA I Testy czerwiec 2008
Witam, mam propozycje dla wszyskich przygotowujacych sie do czercowego egzaminu, aby umieszczac tu pytania z ktorymi macie problem. Kazdy z nas ma jakas baze testow, niesety czesto nie maja one rozwiazan lub rozwiazaniem jest tylko wskazanie odpowiedzi.Poniżej umieszam pytania z ktorymi mam problem, osoby ktore wiedza jak to rozwiazac prosze o umieszczenie sposobu rozwiazania.
1. Assume that an annual 6 percent coupon paying bond has two years remaining to maturity. Use the following spot rate to price each security.
One-year rate: 5.5 percent
Two-year rate: 6.5 percent
Which of the following is the approximate tax equivalent yield for this security assuming a 40 percent tax rate?
A. 3.63%.
B. 3.90%.
C. 3.60%.
D. 2.42%.
Odp. A --> 0,6 * 6.053% = 3.63% Jak wyliczono 6,0535?
2.Assume the following corporate yield curve.
One-year rate: 5.50 percent
Two-year rate: 6.00 percent
Three-year rate: 7.00 percent
If an annually compounded corporate bond has a coupon of 5 percent and the on the run three year US Treasury is yielding 5 percent, then what is the absolute yield spread?
A. .27%.
B. .56%.
C. 0%.
D. 5.4%.
Odp. A
The corporate bond has a yield of 5.27% with a price of 94.9.
Jak to wyliczono?
3.
Assume the following corporate yield curve.
One-year rate: 5.00 percent
Two-year rate: 6.00 percent
Three-year rate: 7.00 percent
If an annually compounded corporate bond has a coupon of 6 percent and the on the run three year US Treasury is yielding 6 percent, then what is it's relative yield spread?
A. 2.40%.
B. .15%.
C. 0%.
D. 2.50%.
Odp. D
Z góry dziękuje za wspolprace.
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