李羊羊羊羊 · 2023年12月06日
NO.PZ2023052301000046
问题如下：
Consider a bond that has three years remaining to maturity, a coupon of 4% paid semiannually, and a yield-to-maturity of 4.60%. Assuming it is 12 days into the first coupon period and a 30/360 basis, the bond’s annualized Macaulay duration is closest to:
选项：
A.
1.8764 years.
B.
2.8386 years.
C.
2.8553 years.
解释：
B is correct.
感觉计算很复杂会考吗
NO.PZ2023052301000046问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years.B.2.8386 years.C.2.8553 years. B is correct. 这种题考试时候出 选择战略放弃 计算量太大了
NO.PZ2023052301000046问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years.B.2.8386 years.C.2.8553 years. B is correct. 老师请看右边这里，这个CF1的列式，如果是这道题的话怎么列这样的式子呢，semi怎么表示
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. 以perio1为例，weight 是0.0199是如何算出的。请老师帮忙列一下公式；PV (full)是怎么算出的？谢谢！
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. 这个SEMI变ANNUAL为什么不是乘以2而是除以2？
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. 这看不懂怎么后面的perio接加1？能列一下原始的公式么？譬如Prio 1/1.023的多少次方？
