8) the duration rule always ________ the value of a bond following a change in its
yield.
a.underestimates
b.provides an unbiased estimate of
c.overestimates
d.the estimated price may be biased either upward or downward, depending on whether
the bond is trading at a discount or a premium.
9) consider the following $1,000 par value zero-coupon bonds:
the expected 1-year interest rate 2 years from now should be _________.
a.7%
b.8%
c.9%
d.10%
10) under the pure expectations hypothesis and constant real interest rates for different
maturities, an upward-sloping yield curve would indicate __________________.
a.expected increases in inflation over time
b.expected decreases in inflation over time
c.the presence of a liquidity premium
d.that the equilibrium interest rate in the short-term part of the market is lower than the
equilibrium interest rate in the long-term part of the market
11) which one of the following institutions typically has the longest investment
horizon?
a.mutual funds
b.pension funds
c.property and casualty insurers
d.banks