B) controllability
C) flexibility
D) predictability
6) The most common type of mortgage-backed security is
A) the mortgage pass-through, a security that has the borrower’s mortgage payments
pass through the trustee before being disbursed to the investors
B) collateralized mortgage obligations, a security which reduces prepayment risk
C) the participation certificate, a security which passes the borrower’s mortgage
payments equally among all the owners of the certificates
D) the securitized mortgage, a security which increases the liquidity of otherwise
illiquid mortgages
7) Hedge funds are
A) low risk because they are market-neutral
B) low risk if they buy Treasury bonds
C) low risk because they hedge their investments
D) high risk because they are market-neutral
E) high risk, even though they may be market-neutral
8) (I) Securities that have an original maturity greater than one year are traded in money
markets.
(II) The best known money market securities are stocks and bonds.
A) (I) is true, (II) false
B) (I) is false, (II) true
C) Both are true
D) Both are false
9) Which of the following are true for a coupon bond?
A) When the coupon bond is priced at its face value, the yield to maturity equals the
coupon rate
B) The price of a coupon bond and the yield to maturity are positively related
C) The yield to maturity is greater than the coupon rate when the bond price is above