大学MOOC 商业银行管理(上海交通大学)1449508161 最新慕课完整章节测试答案

InterestRateRiskQuiz

1、单选题：
‌The term structure of interest rates assumes that‍‌‍
选项：
A: the risk of all assets is the same.
B: the time to maturity for all assets is the same.
C: the coupon rate of all assets is the same.
D: the market value of assets is the same..
答案: 【 the risk of all assets is the same.】

2、单选题：
‍The unbiased expectations theory of the term
structure of interest rates ‎
选项：
A: assumes that long-term interest rates are an arithmetic average of short-term rates
B: assumes that the yield curve reflects the market's current expectations of future short-term interest rates.
C: recognizes that forward rates are perfect predictors of future interest rates.
D: assumes that risk premiums increase uniformly with maturity
答案: 【 assumes that the yield curve reflects the market's current expectations of future short-term interest rates.】

3、单选题：
‍The liquidity premium theory of the term structure of interest rates‍
选项：
A: assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty