$1-$ Suppose you are told that:The price of a semi$-$annual $2-$year floating$-$rate bond A with a $2\%$ spread is USD$103.$The price of a two$-$year zero$-$coupon bond B is USD$98.$What is true for the arbitrage$-$free price of a $2-$year fixed$-$rate bond C with a $4\%$ coupon?

Select one or more alternatives:

A$-$ There is not enough information in the question to determine the price of C$.$

B$-$ The price of C is USD$104.$

C$-$ The price of C is USD$108.$

D$-$ The price of C is lower than for A$.$

$2-$ You are told that the nominal yield is r$(0,1)=5\%$ and the real yield is $r_{\text{r}\text{e}\text{a}\text{l}}(0,1)=3\%.$ What does thisimply under perfect forsight?

Select one or more alternatives:

$A-$ The present value at t$=0$ of USD$100$ paid out at T$=1$ equals $100/1\mathrm{.}05.$

$B-$ If the price index is $100$ at t$=0,$ it will be $100*e^{2\%}$ at T$=1.$

$C-$ If the price index is $100$ at t$=0,$ it will be $102$ at T$=1.$

$D-$ The continuously compounded inflation rate from t$=0$ to T$=1$ is $2\%.$

$3-$ Suppose that f$(0,1,2)=2\%$ and r$(0,2)=3\%$ Which of the following is$/$are true?

Select one or more alternatives:

$A-$ r$(0,1)=3\%$

$B-$The yield curve is upward$-$sloping between t$=1$ and t$=2.$

$C-$The yield curve is downward$-$sloping between t$=1$ and t$=2.$

$D-$r$(0,1)=4\%$

$4-$ What is$/$are the conventional monetary policy tool$($s$)$ of the Federal Reserve?Select one or more alternatives:

$A-$ Reserve requirements

$B-$Forward guidance

$C-$Open market operations

$D-$The Federal discount rate