Multiple Choice
The conversion factor for a bond is approximately
A) The price it would have if all cash flows were discounted at 6% per annum
B) The price it would have if it paid coupons at 6% per annum
C) The price it would have if all cash flows were discounted at 8% per annum
D) The price it would have if it paid coupons at 8% per annum
Correct Answer:

Verified
Correct Answer:
Verified
Q1: Which of the following is closest to
Q2: How much is a basis point?<br>A) 1.0%<br>B)
Q3: Which of following is applicable to corporate
Q4: It is May 1.The quoted price of
Q5: Which of the following is NOT an
Q7: Which of the following day count conventions
Q8: What is the quoted discount rate on
Q9: It is May 1.The quoted price of
Q10: The most recent settlement bond futures price
Q11: Duration matching immunizes a portfolio against<br>A) Any