NO.PZ2020011303000163
问题如下:
A U.S. Treasury bill lasts 35 days and has a quoted price of 1.40. What is the cash price? What is the 35-day discount factor?
选项:
解释:
The cash price is
100 −1.40×35/360 = 99.8639
The discount factor for 35 days is 0.998639.
题目问:35天的US treasury bill报价1.4,求cash price,以及35天的discount factor是多少?
cash price=100-1.4*35/360=99.8639
35-day discount factor=99.8639/100=0.998639.
老师,这个是考纲要求吗?基础讲义里哪部分?谢谢。