不忘初心 · 2024年04月26日
NO.PZ2023091802000074
问题如下：
An investor buys a Treasury bill maturing in 1 month for $987. On the maturity date the investor collects $1,000. Calculate effective annual rate (EAR).
选项：
A.17.0%
B.15.8%
C.13.0%
D.11.6%
解释：
考虑1000折现=987,1000/(1+R)^1/12=987,R=0.170022.
老师，我这样计算是否可以呢？错在呢？
NO.PZ2023091802000074 问题如下 investor buys a Treasury bill maturing in 1 month for $987. Onthe maturity te the investor collects $1,000. Calculate effective annurate(EAR). A.17.0% B.15.8% C.13.0% 11.6% 这题计算器可不可以这样输入N = 1/ 12pv = -987pmt = 0 fv = 1000cpt i/y 得出17.0
NO.PZ2023091802000074 问题如下 investor buys a Treasury bill maturing in 1 month for $987. Onthe maturity te the investor collects $1,000. Calculate effective annurate(EAR). A.17.0% B.15.8% C.13.0% 11.6% 987xe^(EAR/12)=1000EAR=15.7%
