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yingbao · 2023年06月24日

没看懂

  1. CFA I
  2. Quantitative

NO.PZ2017092702000005

问题如下：

A client requires £100,000 one year from now. If the stated annual rate is 2.50% compounded weekly, the deposit needed today is closest to:

选项：

A.

£97,500.

B.

£97,532.

C.

£97,561.

解释：

B is correct

because £97,531 represents the present value (PV) of £100,000 received one year from today when today’s deposit earns a stated annual rate of 2.50% and interest compounds weekly, as shown in the following equation (where FV is future value):

PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58.

为什么乘以N解析没看懂

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2 个答案

星星_品职助教 · 2023年06月25日

@yingbao

本题为按周计息（compounded weekly），一年有52周。相当于PV= FV / [（1+周利率）^52周 ]

星星_品职助教 · 2023年06月25日

同学你好，

N对应的是有多少年。本题里只有一年（one year from now），所以N=1，本题中是否乘以这个N都不影响结果。

但如果题目里给出的是3年（three year from now），那么此时括号外面的乘方项就应该是52*3了

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