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提问人：网友lihuinihao 发布时间：2022-01-07

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A two-year floating-rate note pays 6-month Libor plus 80 basis points. The floater is pric

ed at 97 per 100 of par value. Current 6-month Libor is 1.00%. Assume a 30/360 day-count convention and evenly spaced periods. The discount margin for the floater in basis points is closest to

A、180 bps

B、236 bps

C、420 bps

D、空

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更多“A two-year floating-rate note pays 6-month Libor plus 80 basis points. The floater is pric”相关的问题

第1题

A company without default risk has issued a perpetual dollar FRN at LIBOR. The coupon is paid and reset semiannually. It is certain that the issuer will never have default risk and will always be able to borrow at LIBOR. The FRN is issued on March 1, 2007, when the six-month LIBOR is at 5 percent. The dollar yield curve on September 1, 2007, and December 1, 2007, is as follows:a. What is the coupon paid on September 1, 2007, per $1,000 FRN? b. What is the new value of the coupon set on the FRN on September 1, 2007? c. What is the new value of the FRN on December 1, 2007?

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第2题

4, rate is the yield paid by a fixed income security, which is the annual coupon payments by the issuer relative to the bond’s face or par value.

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第3题

Interest-based negotiaiton is also called cooperative negotiaiton.

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第4题

LIBOR意为伦敦银行问拆放利率，英文是( )。

A．LONDON INTERNATIONAL BANK OFFERRING RATE

B．LONDON INTER BANK OFFERED RATE

C．LONDON INTER BANK OFFERRING RATE

D．LONDON INNER BANK OFFERED RATE

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第5题

______ rate is set by the central banks and monetary authorities.

A．market interest

B．LIBOR

C．official interest

D．refinancing

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第6题

The bond equivalent yield of a 180-day banker's acceptance quoted at a discount rate of 4.25% for a 360-day year is closest to

A、4.31%

B、4.34%

C、4.40%

D、空

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第7题

The 2-year and 4-year spot rates are 3.5% and 4.2%, respectively. What is the implied 2-year forward rate 2-year from now, if the rate is semi-annually compounded?

A、4.902%

B、4.905%

C、5.025%

D、空

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第8题

Securitization benefits financial markets by

A、increasing the role of intermediaries

B、establishing a barrier between investors and originating borrowers

C、allowing investors to tailor credit risk and interest rate risk exposures to meet their individual needs

D、空

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第9题

In a securitization, the special purpose entity (SPE) is responsible for the

A、issuance of the asset-backed securities

B、collection of payments from the borrowers

C、recovery of underlying assets from delinquent borrowers

D、空

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第10题

In a securitization, time tranching provides investors with the ability to choose between

A、extension and contraction risks

B、senior and subordinated bond classes

C、fully amortizing and partially amortizing loans

D、空

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