问题 多项选择题

下列属于久期特性的是()。

A.债券期限的加权平均数

B.一般情况下,债券的到期期限总是大于久期

C.久期与息票利率呈相反的关系

D.久期与到期收益率之间呈相反的关系

答案

参考答案:A, B, C, D

解析:熟悉债券资产组合的基本原理与方法,掌握久期的概念与计算,熟悉凸性的概念及应用。

阅读理解

“So, Mr. Banks, you’re going on holiday with your family to Bournemouth,” said the police officer. “You left Brandford early this morning and came down the motorway. Then you left the motorway near Tewkesbury and stopped to buy a paper at a little place called Stanway. It was 11 o’clock. Then you stopped about fifteen minutes later here, in Stow, and went into the back of your Somna—Mobile (家庭旅游车), but your wife wasn’t there.”

“That’s right, officer.”

“Perhaps she got off at Stanway,” the policeman said.

“We didn’t hear mum,” Vicki said, “I think …”

“I want my mum,” Eddie said. He began to cry.

“We’ll find her, sonny(宝贝)” the policeman said kindly.

※                ※                  ※             ※

“So, Mrs. Banks,” the man said, “Your husband stopped here, in Stanway, about fifteen minutes ago and you went into the supermarket to get some coffee. Your husband didn’t know you weren’t in the back of the Somna and …”

“Perhaps he knew she wasn’t there,” the woman said.

“Quiet, Matilde. He didn’t know and must have driven away. Then we stopped and our Somna is exactly the same as yours. So you got in and made coffee.”

“I’ve lost my husband and my children,” Fay said.

“Don’t worry, Mrs. Banks,” the man said kindly. “We’ll find them. I suppose they are traveling south”.

67. How many people took park in the conversations?

A. Eight  B. Seven C. Six     D. Five

68. Which of the following statements is true?

A. Matilde lost her husband and children.

B. Mr. Banks dropped his wife halfway to Brandford.

C. Mr. Banks lost his wife halfway to Bournemouth and he went to the police for help.

D. The police officer knew where Mrs. Banks was.

69. Fay was now        .

A. in Matilde and her husband’s Somna          B. at the supermarket

C. in the police station   D. in a bar

70. What mistake did Fay make to cause the trouble?

A. She went to the supermarket during the trip.

B. She got in another Somna without telling her husband.

C. She got in a wrong Somna.

D. She shouldn’t have bought the coffee.

判断题