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Yukikiki · 2023年12月08日

two year年利率的含义

NO.PZ2023052407000010

问题如下:

Italian one-year government debt has an interest rate of 0.73 percent; Italian two-year government debt has an interest rate of 1.29 percent. The breakeven one-year reinvestment rate, one year from now is closest to:

选项:

A.

1.01 percent

B.

1.11 percent

C.

1.85 percent

解释:

C is correct. The one-year forward rate reflects the breakeven one-year reinvestment rate in one year, computed as follows:

为什么 two year 的年利率,在计算的时候不需要:1.29/2




1 个答案
已采纳答案

品职助教_七七 · 2023年12月08日

嗨,努力学习的PZer你好:


利率是以年化形式给出的,也就是two-year rate的意思是每年1.29 percent,连续持续两年。

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努力的时光都是限量版,加油!