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琳 · 2024年07月11日

如题

  1. CFA I
  2. Quantitative

NO.PZ2022123001000157

问题如下：

Italian one-year government debt has an interest rate of 0.73 percent; Italian two-year government debt has an interest rate of 1.29 percent. The breakeven one-year reinvestment rate, one year from now is closest to:

选项：

A.

1.01 percent

B.

1.11 percent

C.

1.85 percent

解释：

C is correct. The one-year forward rate reflects the breakeven one-year reinvestment rate in one year, computed as follows:

F1,1 = (1+r2)2/(1+r1) – 1,

F1,1 = (1.0129)2/(1.0073) – 1 = 0.0185.

请问这个知识点在哪里讲过，讲义里有吗

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1 个答案

品职助教_七七 · 2024年07月11日

嗨，爱思考的PZer你好：


本题为24年教材新增内容，讲义位置如下：


对应的视频为Module 2的这一部分：

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2022123001000157 问题如下 Italione-yegovernment hinterest rateof 0.73 percent; Italitwo-yegovernment hinterest rate of 1.29percent. The breakeven one-yereinvestment rate, one yefrom now is closestto: A.1.01 percent B.1.11 percent C.1.85 percent C is correct. The one-yearforwarrate reflects the breakeven one-yereinvestment rate in one year,computefollows:F1,1 = (1+r2)2/(1+r1)– 1,F1,1= (1.0129)2/(1.0073) – 1 = 0.0185. 如题，怎么就知道要用YTM的？？？

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