题目内容（请给出正确答案）

[主观题]

Leng Bo, CFA is a bond portfolio manager for individual investors. Last year, a client whose portfolio is limited to investment-grade bonds approved Bos purchase of a below investment grade bond. Beca

A、Suitability

B、Communications with Clients

C、Independence and Objectivity

查看答案

如搜索结果不匹配，请联系老师获取答案

您可能会需要：

重置密码查看订单联系客服

安装上学吧APP，拍照搜题省时又省心！

更多“Leng Bo, CFA is a bond portfol…”相关的问题

第1题

When Abdullah Younis, CFA, was hired as a portfolio manager at an asset management firm two years ago, he was told he could allocate his work hours as he saw fit. At that time, Younis served on the bo

A、Board activities

B、Family investment pool management

C、Non-family member management fees

点击查看答案

第2题

A portfolio manager is considering the purchase of a bond with a 5.5% coupon rate that pays interest annually and matures in three years. If the required rate of return on the bond is 5%, the price of

A．98.65

B．101.36

C．106

点击查看答案

第3题

A portfolio manager is considering the purchase of a bond with a 5.5% coupon rate that pay

s interest annually and matures in three years. If the required rate of return on the bond is 5%, the price of the bond per 100 of par value is closest to

A、98.65

B、101.36

C、106.43

D、空

点击查看答案

第4题

Beth Anderson, CFA, is a portfolio manager for several wealthy clients including Reuben Carlyle. Anderson manages Carlyles personal portfolio of stock and bond investments. Carlyle recently told Ander

A、Violated the Code and Standards by failing to maintain the confidentiality of her clients information.

B、Violated the Code and Standards by failing to detect and report the tax evasion to the proper authorities.

C、Not violated the Code and Standards since the information she conveyed pertained to illegal activities on the part of her client.

点击查看答案

第5题

A fixed income portfolio manager owns a $4 million par value non-callable bond. The b

ond’s duration is 5.4 and the current market value is $4,125,000. The dollar duration of the bond is closest to:

A.200,000.

B.216,000.

C.222,750.

点击查看答案

第6题

A bond portfolio manager is considering three Bonds – A, B, and C – for his portfolio. B

ond A allows the issuer to call the bond before stated maturity, Bond B allows the investor to put the bond back to the issuer before stated maturity, and Bond C contains no embedded options. The bonds are otherwise identical. The manager tells his assistant, “Bond A and Bond B should have larger nominal yield spreads to a U.S. Treasury than Bond C to compensate for their embedded options.” Is the manager most likely correct？

A. Yes.

B. No, Bond A’s nominal yield spread should be less than Bond C’s.

C. No, Bond B’s nominal yield spread should be less than Bond C’s.

点击查看答案

第7题

A bond portfolio manager is considering three Bonds - A, B, and C - for his portfolio. Bond A allows the issuer to call the bond before stated maturity, Bond B allows the investor to put the bond back

A、Yes.

B、No,Bond As nominal yield spread should be less than Bond Cs.

C、No,Bond Bs nominal yield spread should be less than Bond Cs.

点击查看答案

第8题

A bank trust department has three portfolio managers （Diane Cole, Tomas Bermudez, and An

A bank trust department has three portfolio managers (Diane Cole, Tomas Bermudez, and Anthony Ring), who have been awarded the right to use the CFA designation, and one other employee (Diane Takao) who has registered for the Level 3 CFA exam. The bank wants to include information about these individuals in a brochure. According to CFA Institute Standards of Professional Conduct, which of the following is the mostappropriate use the designation in the brochure？

A) Anthony Ring is a Chartered Financial Analyst who has had 10 years of experience as a portfolio manager.

B) Diane Takao passed Level 2 of the CFA examination and is currently enrolled to take Level 3.

C) Tomas Bermudez is a CFA-type portfolio manager, who specializes in growth stocks.

D) Diane Cole is one of three CFAs in our trust department.

点击查看答案