- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 26. The Term Structure and Interest Rate Dynamics
- Subject 4. Traditional Theories of the Term Structure of Interest Rates
CFA Practice Question
Which interest rate theory argues that investors prefer to own short-term bonds?
B. Expectations hypothesis.
C. Market segmentation.
A. Liquidity preference.
B. Expectations hypothesis.
C. Market segmentation.
Correct Answer: A
Liquidity preference: a theory related to the term structure of interest rates. The theory states that the term structure tends to be upward sloping more than any other pattern. This reflects a recognition of the fact that long maturity obligations are subject to greater price change movements than short maturity obligations when interest rates change. Because of increased risk of holding longer-term maturities, investors demand a higher return to hold such securities. Thus they have a preference for short-term liquid obligations.
User Contributed Comments 3
User | Comment |
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PhiWong | For the liquidity preference, simply a premium is high enough to induce investor to invest in the long term? What about the Expectations Hypothesis? The inverted yield curve? |
olagbami | the inverted curve under expectations theory depicts dat investors think int rates will drop in d future. It only shows d state of mind of investors as regards future int rates, it does not say anything about the preference of investors for short-term bonds. read through the theories again if not convinced. |
Richie188 | inflation is what expectation hypothesis about. the inverted curve means the investors expect deflation instead of inflation. |