# 2021中国大学MOOC 商业银行管理(闽江学院) 最新中国大学MOOC满分章节测试答案

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本课程起止时间为:2021-02-28到2021-06-27

本篇答案更新状态:**已完结**

## 4. Interest Rate Risk Interest Rate Risk Quiz

1、 问题:The term structure of interest rates assumes that

选项：

A:the risk of all assets is the same.

B:the time to maturity for all assets is the same.

C:the coupon rate of all assets is the same.

D:the market value of assets is the same..

答案: 【the risk of all assets is the same.】

2、 问题:The unbiased expectations theory of the term

structure of interest rates

选项：

A:assumes that long-term interest rates are an arithmetic average of short-term rates

B:assumes that the yield curve reflects the market’s current expectations of future short-term interest rates.

C:recognizes that forward rates are perfect predictors of future interest rates.

D:assumes that risk premiums increase uniformly with maturity

答案: 【assumes that the yield curve reflects the market’s current expectations of future short-term interest rates.】

3、 问题:The liquidity premium theory of the term structure of interest rates

选项：

A:assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty of the long-term.

B:assumes that long-term interest rates are an arithmetic average of short-term rates plus a liquidity premium.

C:recognizes that forward rates are perfect predictors of future interest rates.

D:assumes that risk premiums increase uniformly with maturity.

答案: 【assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty of the long-term.】

4、 问题:The market segmentation theory of the term

structure of interest rates

选项：

A:assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty of the long-term.

B:assumes that the yield curve reflects the market’s current expectations of future short-term interest rates.

C:assumes that market rates are determined by supply and demand conditions within fairly distinct time or maturity buckets.

D:fails to recognize that forward rates are not perfect predictors of future interest rates.

答案: 【assumes that market rates are determined by supply and demand conditions within fairly distinct time or maturity buckets.】

5、 问题:Conyers Bank holds U.S. Treasury bonds with a book value of $30 million. However, the U.S. Treasury bonds currently are worth $28,387,500. The bank’s portfolio manager wants to shorten asset maturities. Which of the following statements is true?

选项：

A:The portfolio manager is reluctant to sell the bonds outright since the bank will have to take a loss.

B:The portfolio manager is willing to sell the bonds outright since they are not as valuable as their book value

C:The portfolio manager is willing to sell the bonds outright since they are more valuable than their book value

D:The portfolio manager is reluctant to sell the bonds outright since the bank will have to pay taxes on the gain.

答案: 【The portfolio manager is reluctant to sell the bonds outright since the bank will have to take a loss.】

6、 问题:Conyers Bank holds U.S. Treasury bonds with a book value of $30 million. However, the U.S. Treasury bonds currently are worth $28,387,500. If the portfolio manager wants to shorten the bank’s asset maturity, what type of risk is she concerned about?

选项：

A:Credit risk.

B:Foreign exchange rate risk.

C:The risk of rising interest rates.

D:The risk of falling interest rates.

答案: 【The risk of rising interest rates.】

7、 问题:The discount rate that equalizes the current market value of a loan or security with the expected stream of future income payments from that loan or security is known as:

选项：

A:A. bank discount rate.

B:B. yield to maturity.

C:C. annual percentage rate.

D:D. net interest margin.

答案: 【B. yield to maturity.】

8、 问题:A bank whose interest-sensitive assets total $350 million and its interest-sensitive liabilities amount to $175 million has:

选项：

A:A. an asset-sensitive gap of $525 million.

B:B. a liability-sensitive gap of $175 million.

C:C. an asset-sensitive gap of $175 million.

D:D. a liability-sensitive gap of $350 million.

答案: 【C. an asset-sensitive gap of $175 million.】