Which of the following assets or liabilities fit the one-year rate or repricing sensitivity test? (LG 22-1)

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Which of the following assets or liabilities fit the one-year rate or repricing sensitivity test? (LG 22-1)

a. 91-day U.S. Treasury bills.

b. 1-year U.S. Treasury notes.

c. 20-year U.S. Treasury bonds.

d. 20-year floating-rate corporate bonds with annual repricing.

e. 30-year floating-rate mortgages with repricing every two years.

f. 30-year floating-rate mortgages with repricing every six months. g. Overnight fed funds. h. 9-month fixed-rate CDs. i. 1-year fixed-rate CDs. j. 5-year floating-rate CDs with annual repricing. k. Common stock.

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Financial Markets And Institutions

ISBN: 9780078034664

5th Edition

Authors: Anthony Saunders, Marcia Cornett

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