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