2026年FRM金融风险管理师资格考试（PART Ⅰ）考前冲刺试题及答案四,更多相关资讯请继续查看易考吧金融理财师考试教材
1). With any other factors remaining unchanged， which of the following statements regarding bonds is not valid？( )
A.The price of a callable bond increases when interest rates increase
B.Issuance of a callable bond is equivalent to a short position in a straight bond plus a long call option on the bond price
C.The put feature in a PuttabJe bond lowers its yield compared with the yield of an equivalent straight bond
D.The price of an inverse floater decreases as interest rates increase

正确答案：A
2). The price of an option that gives you the right to receive fixed on a swap will decrease as( )
A.Time to expiry of the option increases
B.Time to expiry of the swap increases
C.The swap rate increases
D.Volatility increases

正确答案：C
3). Past financial disasters have resulted when a firm allows a trader to have dual roles as both the head of trading and the head of the back-office support function.Which of the following case studies did not involve this particular operational risk oversight？I Drysdale Securities II Daiwa III Allied Irish Bank IV Barings( )
A.I only
B.II and IV
C.I and III
D.I， II， and IV

正确答案：C

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