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question a what is the monthly mortgage payment 100 percent amortizing on the pool of mortgagesb if the gnma insurance
question a mutual fund plans to purchase 500000 of 30-year treasury bonds in four months these bonds have a duration of
question tree row bank has assets of 150 million liabilities of 135 million and equity of 15 million the asset duration
question an fi holds a 15-year 10000000 par value bond that is priced at 104 and yields 7 percent the fi plans to sell
question village bank has 240 million worth of assets with a duration of 14 years and liabilities worth 210 million
question an fi has a 100 million portfolio of six-year eurodollar bonds that have an 8 percent coupon the bonds are
question corporate bank has 840 million of assets with a duration of 12 years and liabilities worth 720 million with a
question an fi has a 200 million asset portfolio that has an average duration of 65 years the average duration of its
question a mutual fund plans to purchase 10 million of 20-year t-bonds in two months the bonds are yielding 768 percent
question an insurance company owns 50 million of floating-rate bonds yielding libor plus 1 percent these loans are
question a commercial bank has 200 million of floating-rate loans yielding the t-bill rate plus 2 percent these loans
question a british bank issues a 100 million three-year eurodollar cd at a fixed annual rate of 7 percent the proceeds
question bank 1 can issue five-year cds at an annual rate of 11 percent fixed or at a variable rate of libor 2 percent
question why have fis been very active in loan securitization issuance of pass-through securities while they have
question answer the followinga what are the two ways to use call and put options on t-bonds to generate positive cash
question suppose that an fi manager writes a call option on a t-bond futures contract with an exercise price of 114 at
question suppose that a pension fund manager anticipates the purchase of a 20-year 8 percent coupon t-bond at the end
question a bank purchases a six-month 1 million eurodollar deposit at an interest rate of 65 percent per year it
assignemntyour companys chief financial officer cfo begins the preliminary work of developing the organizations
question consider the following balance sheet for watchovia bank in millionsa what is watch ovias expected net interest
qusetion a bank has the following balance sheetsuppose interest rates rise such that the average yield on
question use the following information about a hypothetical government security dealer named jp groman market yields
question use the data provided for got bucks bank inc to answer this questionnotes to the balance sheet currently the
question use the following balance sheet information to answer this questiona what is the average duration of all the
question consider the following lg 22-3 a what is the duration of a two-year bond that pays an annual coupon of 10