If a commercial bank wished to improve the liquidity position of its asset portf

游客2025-06-20 36

问题 If a commercial bank wished to improve the liquidity position of its asset portfolio, it should acquire more______.

选项 A、consumer loans
B、government securities
C、residential mortgages
D、corporate stocks

答案 B

解析答案为C项。持续期是生息资产在未来产生现金流的时间的加权平均数(weighted average)；在其他条件不变的情况下：①债券的期限越长，其持续期越长；②利率上升，附息债券的持续期缩短；③债券的息票率越高，其持续期越短。本题中C项关于持续期的说法有误，故选C项。

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