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WINWIN8 · 2018年07月25日

问一道题：NO.PZ2017092702000009 [ CFA I ]

  1. CFA I
  2. Quantitative

问题如下图：

    

选项：

A.

B.

C.

解释：


这道题里利息是以季度算，所以在永续年金的公式里0.06/4，得到的pv是t=4时刻的现值。 那么假设如果说题目的利息是天算， 求pv就是0.06/365， 得到的答案就是t=365时刻的pv，请问这么理解对吗？ 

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1 个答案

菲菲_品职助教 · 2018年07月25日

同学你好，这样理解是不对的哦。在这道题里面，算出来的PV是t=4的PV是因为题干中说它是在第五个季度才开始付息的。所以按天附息的情况下，具体算出来的是t=多少的PV还是要看给的题干信息来判断。

加油~

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