Free ICBRR Exam Braindumps (page: 30)

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James Johnson bought a 3-year plain vanilla bond that has yield of 4.7% and 4% coupon paid annually, for $87,139. Macauley's duration of the bond is 2.94 years. Rate volatility is 20% of the yield. The bond's annualized volatility is therefore:

  1. 3.15%.
  2. 2.90%.
  3. 2.81%.
  4. 2.64%.

Answer(s): D



A portfolio manager is interested in computing risk measures for his bond investment portfolio.
Which of the following measures the sensitivity of duration to interest rates?

  1. Modified duration.
  2. Yield curve
  3. Convexity.
  4. Credit spread.

Answer(s): C



Samuel Teng owns a portfolio of bonds and is trying to compute the convexity of his portfolio.
Which of the following choices equals the convexity of Samuel's portfolio?

  1. Minimum of the convexities of the component bonds
  2. Value-weighted average convexity of the component bonds
  3. Coupon-weighted average convexity of the component bonds
  4. Maximum of the convexities of the component bonds

Answer(s): B



James Johnson purchased a plain vanilla bond that has modified duration of 10 and convexity of 0.5. If yields increase by 1%, its modified duration is expected to

  1. increase by 0.5.
  2. increase by 1.5.
  3. decrease by 0.5.
  4. decrease by 1.5.

Answer(s): C



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Vey commented on May 27, 2023
highly appreciate for your sharing.
CAMBODIA
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Vey commented on May 27, 2023
Highly appreciate for your sharing.
CAMBODIA
upvote