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SIE: Risk & Portfolio Management
SIE practice questionmediumCall risk/Prepayment risk

Which risk do investors in callable bonds primarily face if interest rates fall sharply?

  1. AConcentration risk
  2. BLiquidity risk
  3. CCall risk✓ Correct answer
  4. DBusiness risk
Explanation

Why CCall risk

Call risk is the risk that a bond issuer will repay the bond before maturity, often when interest rates fall, forcing the investor to reinvest at lower yields. Concentration risk is about undiversified holdings, liquidity risk is about ease of selling, and business risk is about issuer performance.

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