Question

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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  • CreatedJanuary 27, 2015
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