NO.PZ2023010301000050
问题如下:
Bond G, described in the exhibit below, is sold for settlement on 16 June 2014. The full price that bond G will settle at on 16 June 2014 is closest to:
Annual coupon: 5%
Coupon payment frequency: semiannual
Interest payment date: 10 April and 10 October
Maturity date: 10 October 2016
Day count convention: 30/360
Annual yield-to-maturity: 4%
选项:
A.102.36
103.10
103.65
解释:
Correct Answer: B
求Accrued interest 是要用yield to mature,还是Coupon rate,为什么