问题 单项选择题

Which of the following is least likely the reason that floating rate bonds may trade at prices different from their par values()

A. Resetting interest rates makes floating rate bonds more susceptible to the price risk that results from changing interest rates.

B. A time lag exists between the rate change in the market and the time when the coupon rate is reset.

C. The fixed quoted margin on the floating rate security may differ from the margin required by the market.

答案

参考答案:A

解析:

Resetting interest rates makes the bond less, not more, susceptible to interest rate changes.

选择题
单项选择题 A型题