问一道题：NO.PZ2016031001000003 [ CFA I ]-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息，而每一期的利息都是由期初利率决定的，所以6月30日的利息是由3月31日的利率确定的，3月31日的三个月MRR是1.55%，所以我们在1.55%的基础上加上0.65%得到2.2%，故C正确。 the three-month MRR is 1.55% an1.35%

2023-09-11 12:08 1 · 回答

NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息，而每一期的利息都是由期初利率决定的，所以6月30日的利息是由3月31日的利率确定的，3月31日的三个月MRR是1.55%，所以我们在1.55%的基础上加上0.65%得到2.2%，故C正确。如题。。

2022-10-31 16:14 1 · 回答

请问如何看出是用上一个季度的利率？

2020-09-19 02:27 1 · 回答

2.10%. 2.00%. A is correct. The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month Libor rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%. 这道题还没看懂。总觉得结果是2%。如何看出要加上的是referenrate?

2020-07-25 17:25 1 · 回答

我不太明白，为什么这里不用除以4？三个月计息，可是这些都是年化利率啊

2020-02-29 17:53 1 · 回答

问一道题：NO.PZ2016031001000003 [ CFA I ]

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