开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Marissa · 2022年08月28日

用现金流计算可以吗

  1. CFA I
  2. Quantitative

NO.PZ2017092702000005

问题如下：

A client requires £100,000 one year from now. If the stated annual rate is 2.50% compounded weekly, the deposit needed today is closest to:

选项：

A.

£97,500.

B.

£97,532.

C.

£97,561.

解释：

B is correct

because £97,531 represents the present value (PV) of £100,000 received one year from today when today’s deposit earns a stated annual rate of 2.50% and interest compounds weekly, as shown in the following equation (where FV is future value):

PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58.

老师请问，这道题用现金流计算行吗？N52 IY2.5%/52 FV100000 PMT 0 CPT PV，算出来不对

添加评论
2 个答案

星星_品职助教 · 2023年05月14日

@_ Steven _

细微数值差距是因为I/Y只取了四位小数，这种四舍五入造成的细微差异可以忽略不计。

星星_品职助教 · 2022年08月28日

同学你好，

I/Y不包含百分号，应为I/Y=2.5/52=0.0481（保留四位小数后的结果）

N=52，IY=2.5/52，FV=100000， PMT=0， CPT PV的结果为-97,531.5771，即B选项。

_ Steven _ · 2023年05月13日

您好，我也是按照这个方式和数据按的计算器，但最终的出来的CPT PV结果是97530.4073。这是为什么呢？

  • 2

    回答

  • 0

    关注

  • 379

    浏览
相关问题

NO.PZ2017092702000005 问题如下 A client requires £100,000 one yefrom now. If the stateannurate is 2.50% compounweekly, the posit neetoy is closest to: A.£97,500. B.£97,532. C.£97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value):PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 我用的计算器第三排按出来的，是对的吗？答案解析里怎么用的EAR公式？

2023-09-10 05:46 2 · 回答

NO.PZ2017092702000005问题如下A client requires £100,000 one yefrom now. If the stateannurate is 2.50% compounweekly, the posit neetoy is closest to:A.£97,500.B.£97,532.C.£97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value):PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 为什么乘以N解析没看懂

2023-06-24 17:43 2 · 回答

NO.PZ2017092702000005 £97,532. £97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value): PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 发现数量里的题，都不考虑coupon吗？但在固收的题里，却要都考虑coupon，这是为啥？ 另外货币市场1年期债券，只要题中没提到scount rate，就是算折现，而不是打折，对吗？

2022-03-15 22:23 1 · 回答

NO.PZ2017092702000005  PV = £100,000(1 +0.025/52 )-52为什么是负52次方

2022-02-20 21:43 1 · 回答