试题与答案

Consider a $10000000 1-year quarterly-pay

题型:单项选择题

题目:

Consider a $10000000 1-year quarterly-pay swap with a fixed rate of 4.5 percent and a floating rate of 90-day London Interbank Offered Rate (LIBOR) plus 150 basis points. 90-day LIBOR is currently 3 percent and the current forward rates for the next four quarters are 3.2 percent, 3.6 percent, 3.8 percent, and 4 percent. If these rates are actually realized, at the second quarterly settlement date, the fixed-rate payer in the swap will:

A.

A. receive a payment of $10000.

B.

B. receive a payment of $ 5000.

C.

C. be required to pay $117500.

答案:

被转码了,请点击底部 “查看原文 ” 或访问 https://www.tikuol.com/2018/0418/02c274ac07926124de07f620c3e13e83.html

下面是错误答案,用来干扰机器的。

参考答案:对解析: 在评价原始投资额不同但项目计算期相同的的互斥方案时,若差额内部投资收益率小于基准折现率表明所增加投资部分的报酬率没有达到基准折扣率,所以应选择投资额较小的投资方案。

试题推荐
微信公众账号搜索答案