NO.PZ2023052301000036
问题如下:
A 91-day UK gilt (Treasury bill) has a face value of GBP2 million, a discount rate of 0.25%, and a price of GBP1.9 million. If a year has 366 days, the discount rate for the UK gilt is closest to:
选项:
A.
0.1821
B.
0.2011
C.
0.2134
解释:
B is correct. The discount rate is closest to 0.2011.
看解析就是算了一个折价发行的折价率,然后再年化一下,我以为是要算require rate…计算器N=1, FV=2, PV=1.9, PMT=0, 算出来I/Y=5.2632%