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SIE: Risk & Portfolio Management
SIE practice questionmediumReinvestment risk

Which bond has the least reinvestment risk?

  1. AA mortgage-backed security
  2. BA 20-year coupon bond
  3. CA callable bond
  4. DA zero-coupon bond✓ Correct answer
Explanation

Why DA zero-coupon bond

Zero-coupon bonds pay no periodic interest, so there is nothing to reinvest prior to maturity. The other choices involve periodic cash flows that may face reinvestment risk.

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