A答案是不是写错了，最后一期分子应该是105？我看怎么写的是150

NO.PZ2023090501000087问题如下 investment analyst is calculating the forwarbucket 01 of a bon The bonpays a 5% coupon annually, ha favalue of CNY 100,000, anmatures in 3 years. The analyst notes ththe forwarrate curve is fl3% (with all forwarrates calculatefor 1-yeperio), anuses two forwarbuckets of 0-2 years an2-3 years. Whis the forwarbucket 01 of the bonfor the 2-3 yebucket, assuming upwarshift in interest rates? A.CNY 9.33B.CNY 19.11C.CNY 20.04CNY 27.98 Explanation A is correct. The current value of the bonis:When forwarrates in the 2-3 yeforwarbucket are increase1 bp, the value of the bonbecomes:The forwarbucket 01 is the fferenbetween these values: 105,657.22 - 105,647.89 = CNY 9.33Section Valuation anRisk MolsLearning Objective Relate key rates, parti01s, anforwarbucket 01s ancalculate the forwarbucket 01 for a shift in rates in one or more buckets.Reference GlobAssociation of Risk Professionals. Valuation anRisk Mols. New York, NY: Pearson, 2022. Chapter 13. Moling Non-Parallel Term Structure Shifts anHeing. 老师，这道题哪句话提到是每年复利一次了吗？3年债券按照常规不都应该是半年复利一次吗？

NO.PZ2023090501000087 问题如下 investment analyst is calculating the forwarbucket 01 of a bon The bonpays a 5% coupon annually, ha favalue of CNY 100,000, anmatures in 3 years. The analyst notes ththe forwarrate curve is fl3% (with all forwarrates calculatefor 1-yeperio), anuses two forwarbuckets of 0-2 years an2-3 years. Whis the forwarbucket 01 of the bonfor the 2-3 yebucket, assuming upwarshift in interest rates? A.CNY 9.33 B.CNY 19.11 C.CNY 20.04 CNY 27.98 Explanation A is correct. The current value of the bonis:When forwarrates in the 2-3 yeforwarbucket are increase1 bp, the value of the bonbecomes:The forwarbucket 01 is the fferenbetween these values: 105,657.22 - 105,647.89 = CNY 9.33Section Valuation anRisk MolsLearning Objective Relate key rates, parti01s, anforwarbucket 01s ancalculate the forwarbucket 01 for a shift in rates in one or more buckets.Reference GlobAssociation of Risk Professionals. Valuation anRisk Mols. New York, NY: Pearson, 2022. Chapter 13. Moling Non-Parallel Term Structure Shifts anHeing. 为啥后面是1.0301了 ，我是不是哪里没听懂这节课。。

NO.PZ2023090501000087 问题如下 investment analyst is calculating the forwarbucket 01 of a bon The bonpays a 5% coupon annually, ha favalue of CNY 100,000, anmatures in 3 years. The analyst notes ththe forwarrate curve is fl3% (with all forwarrates calculatefor 1-yeperio), anuses two forwarbuckets of 0-2 years an2-3 years. Whis the forwarbucket 01 of the bonfor the 2-3 yebucket, assuming upwarshift in interest rates? A.CNY 9.33 B.CNY 19.11 C.CNY 20.04 CNY 27.98 Explanation A is correct. The current value of the bonis:When forwarrates in the 2-3 yeforwarbucket are increase1 bp, the value of the bonbecomes:The forwarbucket 01 is the fferenbetween these values: 105,657.22 - 105,647.89 = CNY 9.33B is incorrect. This incorrectly values the bonafter the forwarbucket shift as:C is incorrect. This incorrectly values the bonafter the forwarbucket shift as:is incorrect. This incorrectly values the bonafter the forwarbucket shift as:Section Valuation anRisk MolsLearning Objective Relate key rates, parti01s, anforwarbucket 01s ancalculate the forwarbucket 01 for a shift in rates in one or more buckets.Reference GlobAssociation of Risk Professionals. Valuation anRisk Mols. New York, NY: Pearson, 2022. Chapter 13. Moling Non-Parallel Term Structure Shifts anHeing.