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SIE: Risk & Portfolio Management
SIE practice questionmediumReinvestment Risk

Reinvestment risk is the risk that:

  1. ACash flows from an investment (coupons, principal) must be reinvested at lower interest rates✓ Correct answer
  2. BA company will not reinvest its profits back into the business
  3. CAn investor's portfolio will lose value in a market downturn
  4. DAn investor will be unable to find new investments to purchase
Explanation

Why ACash flows from an investment (coupons, principal) must be reinvested at lower interest rates

Reinvestment risk occurs when interest payments or returned principal must be reinvested at lower prevailing rates. This is greatest in a declining interest rate environment and for callable bonds (which are called when rates fall). Zero-coupon bonds have ZERO reinvestment risk because there are no intermediate cash flows to reinvest. High-coupon bonds have more reinvestment risk.

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