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jay1180 · 2022年10月31日

bps不是千分之一嘛。。咋这里65bp是0.65%?

NO.PZ2016031001000003

问题如下:

A company has issued a floating-rate note with a coupon rate equal to the three-month MRR + 65 basis points. Interest payments are made quarterly on 31 March, 30 June, 30 September, and 31 December. On 31 March and 30 June, the three-month MRR is 1.55% and 1.35%, respectively. The coupon rate for the interest payment made on 30 June is:

选项:

A.

2.00%.

B.

2.10%.

C.

2.20%.

解释:

C is correct.

The coupon rate that applies to the interest payment due on 30 June is based on the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.

考点:浮动利率债券

解析:现在要我们求的是6月30日支付的利息,而每一期的利息都是由期初利率决定的,所以6月30日的利息是由3月31日的利率确定的,3月31日的三个月MRR是1.55%,所以我们在1.55%的基础上加上0.65%得到2.2%,故选项C正确。

如题。。

1 个答案

吴昊_品职助教 · 2022年11月01日

嗨,努力学习的PZer你好:


1个bp=0.01%=0.0001

所以65bps=0.65%=0.0065

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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