A) Interest rate swaps are an alternative means of modifying the firm’s interest rate risk
exposure without buying or selling assets.
B) A portfolio with a negative duration is called a duration-neutral portfolio or an
immunized portfolio, which means that for small interest rate fluctuations, the value of
equity should remain unchanged.
C) Maintaining a duration-neutral portfolio will require constant adjustment as interest
rates change.
D) A duration-neutral portfolio is only protected against interest rate changes that affect
all yields identically.
Answer:
Taggart Transcontinental needs a $100,000 loan for the next 30 days. Taggart has three
alternatives available:
Alternative #1: Forgo the discount on its trade credit agreement that offers terms of 2/5
net 35.
Alternative #2: Borrow the money from Bank A, which has offered to lead the firm
$100,000 for one month at
an APR of 9%. The bank will require a (no-interest) compensating balance of 10% of
the face-value of the loan and will charge a $200 loan origination fee, which means that
Taggart must morrow even more than the $100,000 they need.
Alternative #3: Borrow the money from Bank B, which has offered to lend the firm
$100,000 for one month at an APR of 12%. The loan has a 1% origination fee.
The effective annual rate for Taggart if they choose alternative #3 is closest to:
A) 13.9%