大家来做做6月的真题（某论坛考题回顾）

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在别的论坛看到6月的考题回顾，大家来说说心目中的答案吧。因为是回顾，所以可能不全。
1.cantango 的表现： A producer hedge for price downward, B producer hedge for price increase, C consumer hedge for price increase.
2.contro money in technical method could best related to A breath of the market B mutral fund cash position C debit of brokrage account
3..which on is correct: A oas is not affected by interest volantile assuption in the model, B ... C . z spread assumes hold to maturity.
4. arrange from lowest to highest of yield spread: three bonds: 1callabal AA,2 non callabal AA, 3non callable AAA
5.which one could best explain portfolia variance of return A ....B asset allocation ,C...
6. which one is record for fair value on the financial statement
A Derivatives B notes payable C securicy hold to maturity.
7.a bond with coupon 5%, par 1000, price 960, three years later, assume the market interest did not change , what is the price of the bond now A ( an answer higher, ) B (same) C (lower)
8..lognormal, which one is right: A.. B. bonce from zero, c best for asset return.

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关键词：derivatives Derivative ALLOCATION statement financial technical increase interest position account