NO.PZ2023010301000045
问题如下:
If the yield-to-maturity on an annual-pay bond is 7.75%, the bond-equivalent yield is closest to:
选项:
A.7.90%.
7.61%.
8.05%.
解释:
Correct Answer: B
The bond-equivalent yield = 2×(1.0775^0.5-1) = 0.07605 = 7.61%
我直接用的1+0.0775=(1+?/2)^2然后带入b选项算出来刚好相等,所以选的b。这样的解题思路可以吗?