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SIE: Risk & Portfolio Management
SIE practice questionhardReinvestment risk

An investor in callable bonds is concerned about not being able to reinvest principal at similar rates if bonds are called. This risk is highest when:

  1. AInterest rates are stable
  2. BInterest rates rise
  3. CInterest rates fall✓ Correct answer
  4. DThe issuer's credit improves
Explanation

Why CInterest rates fall

If interest rates fall, issuers are likely to call bonds and refinance, forcing investors to reinvest at lower rates. Rising or stable rates reduce this risk.

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