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【单选题】

The following is a list of prices for zero-coupon bonds with different maturities and par values of $1,000.Maturity (Years)Price1$943.402881.683808.884742.09According to the expectations theory, what is the expected forward rate in the third year?

A.
7.00%
B.
7.33%
C.
9.00%
D.
11.19%
E.
None of the options are correct.
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举一反三

【单选题】An upward-sloping yield curve ________

A.
may be an indication that interest rates are expected to increase.
B.
may incorporate a liquidity premium.
C.
may reflect the confounding of the liquidity premium with interest rate expectations.
D.
All of the options are correct.
E.
None of the options are correct.

【单选题】The yield curve is a component of ________

A.
the Dow Jones Industrial Average.
B.
the consumer price index.
C.
the index of leading economic indicators.
D.
the producer price index.
E.
the inflation index.

【单选题】The expectations theory of the term structure of interest rates states that ________

A.
forward rates are determined by investors' expectations of future interest rates.
B.
forward rates exceed the expected future interest rates.
C.
yields on long- and short-maturity bonds are determined by the supply and demand for the securities.
D.
All of the options are correct.
E.
None of the options are correct.

【单选题】Ceteris paribus, the duration of a bond is positively correlated with the bond's________

A.
time to maturity.
B.
coupon rate.
C.
yield to maturity.
D.
All of the options are correct.
E.
None of the options are correct.