单选题 From the perspective of the bondholder, which of the following pairs of options would add value to a straight (option free) bond?
  • A. Put option and conversion option.
  • B. Call option and conversion option.
  • C. Prepayment option and put option.
【正确答案】 A
【答案解析】[解析] 一般来讲,以下三类嵌入期权是有利于债券持有人(债权人)的:(1)转换期权;(2)保证债券持有人最低息票收益的基数;(3)退还期权。由于该类期权对投资者将更具吸引力,在市场供求机制的作用下,包含上述期权的债券的价值将相应上升。