PLEASE HELP ME WITh MOST OF THE QUESTIONs THEY ARE WORTH 1 POINT EACH.

In a plain vanilla interest rate swap, the counterparties exchange:

		the net cash flow (difference between what the two counterparties owe to each other)
		the securities that act as collateral for the swap
		the fixed rate loans or variable rate loans, depending on which side of the swap the bank takes.
		the total cash flow (notional value x fixed or variable rate)

Which set of conditions would result in a bond with the least interest rate sensitivity (for a given change in interest rates)?

		a low coupon bond and a short maturity
		a high coupon bond and a short maturity
		a low coupon bond and a long maturity
		a high coupon bond and a long maturity

If the holding period is equal to the term to maturity (i.e. the investor doesnt intend to sell prior to maturity) for a corporate bond the discount rate (k) represents the:

		current yield
		coupon rate
		yield to call
		yield to maturity

The Fisher Effect (i.e. the description of the nominal risk-free rate of interest) states that:

		the nominal risk-free rate equals the real rate of interest minus the expected inflation rate
		the expected inflation rate equals the nominal risk-free rate plus the real rate of interest
		the nominal risk-free rate equals the expected inflation rate plus the real rate of interest
		the real rate of interest equals the nominal risk-free rate plus the expected inflation rate

Inflation appears to be real and sticky, not transitory as Jermome Powell suggested in 2021.

True

False