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水瓶公主 · 2023年02月24日

为什么不是（1+R/12）=1000/987

  1. FRM I
  2. Financial Markets And Products

NO.PZ2016082402000001

问题如下：

An investor buys a Treasury bill maturing in one month for $987. On the maturity date the investor collects $1,000. Calculate effective annual rate (EAR).

选项：

A.

17.0%

B.

15.8%

C.

13.0%

D.

11.6%

解释：

ANSWER: A

The EAR is defined byFVPV=(1+EAR)T\frac{FV}{PV}={(1+EAR)}^T . So (FVPV)1T−1{(\frac{FV}{PV})}^\frac1T-1  EAR =  . Here, T = 1/12. So, EAR =   (1,000987)12−1=17.0%\;{(\frac{1,000}{987})}^{12}-1=17.0\%

为什么不是（1+R/12）=1000/987

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1 个答案

品职答疑小助手雍 · 2023年02月25日

同学你好，平时只是说算利率的时候方法是挺灵活的，但是本题是专门考的EAR的算法，它定义式就是解析里那样的，所以只能那样计算。

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