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James · 2024年02月14日

这个discount rate是专有名词吗?

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%

1 个答案

吴昊_品职助教 · 2024年02月15日

嗨,努力学习的PZer你好:


在货币市场工具收益率这里,discount rate专指折价率。

当我们看到题干中的 91-day UK gilt字眼时,就要联想到考察的是货币市场工具的收益率,那么其中的discount rate就专指折价率,在面值基础上打了多少折扣,而不再是我们计算器第三行算出来的I/Y。

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努力的时光都是限量版,加油!

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