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The zero rate of three years is 4.6%, the zero rate of four years is 5.0%. Please calculate the 1-year forward rate three years from today (continuously compounding).

Suppose that the yield curve is upward sloping. Which of the following statements isTRUE?

The price of a three-year zero coupon government bond is 85.16. The price of a similar four-year bond is 79.81. What is the one-year implied forward rate form year 3 to year 4?

The interest rate for a 1-year period is 5% and the rate for a 2-year period is 6%. Assuming continuous compounding, what is the forward rate for the period from the end of the first year to the second year?

Given the following bonds and forward rates:

（含图）

1-year forward rate one year from today = 9.56% 1-year forward rate two years from today = 10.77% 2-year forward rate one year from today = 11.32% Which of the following statements about the forward rates, based on the bond prices, is true?

Below is a table of term structure of swap rates: Maturity in Years Swap Rate 1 2.50% 2 3.00% 3 3.50% 4 4.00% 5 4.50% The 2-year forward swap rate starting in three years is closest to:

Below is a chart showing the term structure of risk-free spot rates: Which of the following charts presents the correct derived forward rate curve?

（含图）

As it relates to the bond indenture, the corporate trustee acts in a fiduciary capacity for: I. bond investors II. bond issuers III. bond underwriters IV. regulators

TRSC, a trust company specializing in corporate investments, is brought in as a corporate trustee for a recent bond issue made by Banko, a small investment bank. Which of the following statements about TRSC and its role as a third party to the indenture is correct?

Relative to coupon-bearing bonds of same maturity, zero-coupon bonds are NOT subject to which type of risk?

Which of the following statements regarding the trustee named in a corporate bond indenture is correct?

The price of a 182-day U.S. Treasury bill is quoted as 5.20. What is the Cash Price for a purchase of $1 million in face value?

Given a one-year and a three-year zero coupon bonds price of 95.18 and 83.75 respectively, what should be the price of a two year zero coupon bond using linear interpolation on zero rates (semiannual compounding)?

A two-year zero-coupon bond issued by corporate XYZ is currently rated A. One year from now XYZ is expected to remain at A with 85% probability, upgraded to AA with 5% probability, and downgraded to BBB with 10% probability. The risk free rate is flat at 4%. The credit spreads are flat at 40, 80, and 150 basis points for AA, A, and BBB rated issuers, respectively. All rates are compounded annually. Estimate the expected value of the zero- coupon bond one year from now (for USD 100 face amount).

A $1,000 par corporate bond carries a coupon rate of 6%, pays coupons semiannually, and has ten coupon payments remaining to maturity. Market rates are currently 5%. There are 90 days between settlement and the next coupon payment. The dirty and clean prices of the bond, respectively, are closest to:

An investor buys $10,000 face amount of the U.S. Treasury 6 1/2 (coupon rate = 6.50%) of August 15, 2017, for settlement on July 1st, 2014. The last coupon paid on February 15, 2014 and the next coupon pays on August 15, 2014. The bond's yield to maturity happens to be 4.00%. What is nearest to the bond's quoted price at settlement?

Which of the following statements is an advantage of an exchange trading system? On an exchange system:

Which of the following statements least likely describe a problem with bilaterally cleared over-the-counter (OTC) derivatives trades?

Which of the following functions is least likely performed by an exchange?

Alex Dell, a derivatives trader, has some reservations about the central clearing of OTC derivatives with a central counterparty (CCP). Specifically, he is worried that clearing members' willingness to monitor credit risk may decline since the CCP assumes most of the risks, and that CCPs may increase margin requirements during a period of market stress. Which of the following concepts best describe Dell's reservations? Decline in Willingness Higher Margin Requirements

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