Answer:
Considering interest-rate swaps, the swap rate is:
A. the benchmark rate plus a premium.
B. the rate being offered on U.S. Treasury securities of similar maturities.
C. another name for the swap spread.
D. a measure of overall risk in the economy.
Answer:
An investment pays $1,200 a quarter of the time; $1,000 half of the time; and $800 a
quarter of the time. Its expected value and variance respectively are:
A. $1,000; 20,000 dollars2
B. $1,050; 20,000 dollars2
C. $1,000; 40,000 dollars2
D. $1,000; 80,000 dollar2