Which of the following assets or liabilities fit the one-year rate or repricing sensitivity test? a. 91-day

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Which of the following assets or liabilities fit the one-year rate or repricing sensitivity test?

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: 978-0077861667

6th edition

Authors: Anthony Saunders, Marcia Cornett

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