单选题 An analyst is doing research about a floating-rate security. All else equal, is the interest rate risk associated with a floating-rate security positively related to:
【正确答案】 C
【答案解析】[解析] 浮动利率证券的利率设定一般是基准利率加上增加的收益(basis point margin)。利率风险与重新设定利率的时间正相关,与投资者所要求的增加的收益正相关,如果投资者要求的收益增加,就会降低债券价格,使利率风险增大。