2025年CFA二级固定收益模拟题.docxVIP

2025年CFA二级固定收益模拟题

考试时间：______分钟总分：______分姓名：______

请根据以下题目要求回答问题。

1.Abankhaspurchaseda10-year,zero-couponbondwithafacevalueof$1million.Thebondiscurrentlypricedatayieldtomaturity(YTM)of3%.IfthebankusestheMacaulaydurationtoestimatethepricechangefora100basispoint(bp)increaseininterestrates,whatistheapproximatepercentagechangeinthebondsprice?

2.Aninvestmentportfolioconsistsoftwobonds:BondA,a5-year,6%couponbondwitha$1,000facevalue,currentlytradingat$980,andBondB,a5-yearzero-couponbondwitha$1,000f