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Pavel Korchagin · 2024年02月21日

我看之前的回答,现在的答案应该是多少?

* 问题详情,请 查看题干

NO.PZ201712110200000307

问题如下:

Based on Exhibit 2 and Exhibit 3, the market price of Bond 4 is closest to:

选项:

A.

100.0000.

B.

100.5123.

C.

100.8790.

解释:

A is correct.

The market price of callable Bond 4 with no protection period cannot exceed 100.

原来有个题目,callable 的p0是可以大于赎回价的,但这题又不行,我看之前老师的回答貌似是书改了,那么24年五月考试,这题目答案应该是多少?关于这个p0的问题我也一直很confuse,到底要不要考虑行权?麻烦给个准确信息谢谢

2 个答案

pzqa31 · 2024年02月22日

嗨,从没放弃的小努力你好:


同学,我这边用编号无法搜索题目,能麻烦把题目贴一下吗?我看下是不是题干有什么相关信息点。

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努力的时光都是限量版,加油!

pzqa31 · 2024年02月21日

嗨,努力学习的PZer你好:


因为bond4这个callable bond最大价格就是par ,而且没有锁定期,也就是债券在发行后如果超过执行价会立刻会被赎回,所以最大就是100。

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努力的时光都是限量版,加油!

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