momo · 2023年11月22日

wac

1. CFA I
2. Fixed Income

* 问题详情，请 查看题干

NO.PZ202305230100009602

问题如下：

The weighted average coupon payment is closest to:

选项：

A.

3.47%

B.

3.50%

C.

3.61%

解释：

The correct answer is A.

The weighted average coupon payment is calculated as the value of each tranche’s coupon rate weighted by the principal value of that tranche as a percentage of the total value of all tranches:

为什么用下面表格，而且用下面表格的数做分子