NO.PZ2023010301000048
问题如下:
Using the following US Treasury spot rates, the arbitrage-free value of a two-year $100 par value Treasury bond with a 6% coupon rate is closest to:
选项:
A.$99.75.
$107.03.
$105.65.
解释:
Correct Answer: C
The value of the bond is
这题没明白。