开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Olivia.W🌸 · 2023年12月01日

为什么我算不出r

  1. CFA I
  2. Fixed Income

NO.PZ2023052301000027

问题如下：

A bond issued by RTR pays a quarterly coupon of 3.25%, has three years to maturity, and is currently trading at 97.28. The semiannual bond basis yield is closest to:

选项：

A.

1.055%

B.

2.121%

C.

4.242%

解释：

C is correct. As a first step, we need to calculate the quarterly yield and annualize it:


The next step is to convert the annualized quarterly yield to the semiannual bond basis yield.


A is incorrect because 1.0550% is the yield per quarter.
B is incorrect because 2.1100% is the yield per quarter (1.0550%) multiplied by 2.

计算器输入： PMT=3.25/4，N=12，PV=-97.28，FV=100，为什么 cpu iy 不得 0.0422 呢？

添加评论
2 个答案

pzqa015 · 2023年12月04日

嗨，从没放弃的小努力你好：


PMT=3.25/4，N=12，PV=-97.28，FV=100，算出来I/Y是0.01055，然后做年化处理，得到年化的r是0.0422。


----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

cfa考鸭 · 2023年12月01日

算出来1.06的话 最后要乘以4得年化收益率

Olivia.W🌸 · 2023年12月01日

我也算不出 1.06

  • 2

    回答

  • 0

    关注

  • 859

    浏览
相关问题

NO.PZ2023052301000027 问题如下 A bonissueRTR pays a quarterly coupon of 3.25%, hthree years to maturity, anis currently trang 97.28. The semiannubonbasis yielis closest to: A.1.055% B.2.121% C.4.242% C is correct. a first step, we neeto calculate the quarterly yielanannualize it:The next step is to convert the annualizequarterly yielto the semiannubonbasis yiel A is incorrebecause 1.0550% is the yielper quarter.B is incorrebecause 2.1100% is the yielper quarter (1.0550%) multiplie2. 第一个公式怎么算？

2024-08-02 11:08 1 · 回答

NO.PZ2023052301000027 问题如下 A bonissueRTR pays a quarterly coupon of 3.25%, hthree years to maturity, anis currently trang 97.28. The semiannubonbasis yielis closest to: A.1.055% B.2.121% C.4.242% C is correct. a first step, we neeto calculate the quarterly yielanannualize it:The next step is to convert the annualizequarterly yielto the semiannubonbasis yiel A is incorrebecause 1.0550% is the yielper quarter.B is incorrebecause 2.1100% is the yielper quarter (1.0550%) multiplie2. 这个APRm为什么不是quartely yiel 不是应该对应右边APRn semiannal的吗？semi的除以2，quaterly的除以4，这样才对称吧？

2024-07-24 10:29 1 · 回答

NO.PZ2023052301000027 问题如下 A bonissueRTR pays a quarterly coupon of 3.25%, hthree years to maturity, anis currently trang 97.28. The semiannubonbasis yielis closest to: A.1.055% B.2.121% C.4.242% C is correct. a first step, we neeto calculate the quarterly yielanannualize it:The next step is to convert the annualizequarterly yielto the semiannubonbasis yiel A is incorrebecause 1.0550% is the yielper quarter.B is incorrebecause 2.1100% is the yielper quarter (1.0550%) multiplie2. quarterly coupon of 3.25%这种说法怎么感觉应该理解成每季度的coupon是3.25呢？

2024-05-26 15:31 1 · 回答

NO.PZ2023052301000027 问题如下 A bonissueRTR pays a quarterly coupon of 3.25%, hthree years to maturity, anis currently trang 97.28. The semiannubonbasis yielis closest to: A.1.055% B.2.121% C.4.242% C is correct. a first step, we neeto calculate the quarterly yielanannualize it:The next step is to convert the annualizequarterly yielto the semiannubonbasis yiel A is incorrebecause 1.0550% is the yielper quarter.B is incorrebecause 2.1100% is the yielper quarter (1.0550%) multiplie2. 这道题的输入是PMT=3.25/4，N=12，PV=-97.28，FV=100如果我用PMT=3.25/4，N=12，PV=97.28，FV=-100计算，错在哪里呢我记忆中PV和FV谁正谁负是没有区别的，只要两者符号相反即可，为什么算出来的结果不一样呢

2024-05-11 21:50 1 · 回答

NO.PZ2023052301000027 问题如下 A bonissueRTR pays a quarterly coupon of 3.25%, hthree years to maturity, anis currently trang 97.28. The semiannubonbasis yielis closest to: A.1.055% B.2.121% C.4.242% C is correct. a first step, we neeto calculate the quarterly yielanannualize it:The next step is to convert the annualizequarterly yielto the semiannubonbasis yiel A is incorrebecause 1.0550% is the yielper quarter.B is incorrebecause 2.1100% is the yielper quarter (1.0550%) multiplie2. 哪个信息能看出来，FV是100呢

2024-04-21 17:04 1 · 回答