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Endymion · 2024年04月21日

哪个信息能看出来，FV是100呢

  1. CFA I
  2. Fixed Income

NO.PZ2023052301000027

问题如下：

A bond issued by RTR pays a quarterly coupon of 3.25%, has three years to maturity, and is currently trading at 97.28. The semiannual bond basis yield is closest to:

选项：

A.

1.055%

B.

2.121%

C.

4.242%

解释：

C is correct. As a first step, we need to calculate the quarterly yield and annualize it:


The next step is to convert the annualized quarterly yield to the semiannual bond basis yield.


A is incorrect because 1.0550% is the yield per quarter.
B is incorrect because 2.1100% is the yield per quarter (1.0550%) multiplied by 2.

哪个信息能看出来，FV是100呢

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已采纳答案

吴昊_品职助教 · 2024年04月22日

嗨，从没放弃的小努力你好：


债券面值默认是100或者1000，题目如果没有直接告知，那就需要从已知条件中去找相关价格信息。

现在题干中有：currently trading at 97.28，目前交易价格是97.28，在100附近，因此FV就取100；如果现在价格改成972.8，在1000附近，那么FV就取1000。


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