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American_Bankers_Association

CTFA · Question #304

The call-option value of a callable bond is likely to be high when:

The correct answer is A. Interest rates are volatile. See the full explanation below for the reasoning.

Question

The call-option value of a callable bond is likely to be high when:

Options

  • AInterest rates are volatile
  • BInterest rates are low and expected to remain low
  • CInterest rate are high and expected to remain high
  • DMarkets are inefficient

How the community answered

(26 responses)
  • A
    81% (21)
  • B
    12% (3)
  • C
    4% (1)
  • D
    4% (1)

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