NO.PZ2019052801000045
问题如下:
The cash price is 97.63, the remaining life of the Treasury bill measured in calendar days is 60 days. What is the discount rate?
选项:
A.
11.64%.
B.
12.13%.
C.
13.87%.
D.
14.22%.
解释:
D is correct.
考点:Interest Rate Derivative-Bond And Bond Futures
解析:
discount rate = x (100 - cash price)=6*(100-97.63)=14.22%