NO.PZ2023052301000051
问题如下:
A bond pays a semiannual fixed coupon of 4.70%. It trades at par on its coupon date of 16 December 2025 and matures on 16 December 2033. The bond’s annualized convexity statistic is closest to:
选项:
A.
51.670
B.
53.231
C.
206.681
解释:
A is correct.
par rate =YTM 的前提是 PV=FV。如果FV为102.35, YTM就不是2.35%