NO.PZ2016082402000049
问题如下:
Consider a bond with par value of EUR 1,000 and maturity in three years, and that pays a coupon of 5% annually. The spot rate curve is as follows: 1-year, 6%; 2-year, 7%; and 3-year, 8%. The value of the bond is closest to:
选项:
A.
904
B.
924
C.
930
D.
950
解释:
ANSWER: B
一个债券的面值是1000欧元,期限是三年,coupon rate是5%,spot rate是:1年,6%;两年,7%;三年,8%。求这个债券的价格是多少?
The price is .
这是讲义79页的公式应用吗