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Frances · 2024年09月28日

为什么有两列2.25%

NO.PZ2023052301000026

问题如下:

An analyst is analyzing a bond that will soon be issued by XYZ Company. The new bond will have five years to maturity and a 2.25% coupon, paid semiannually. XYZ has never issued bonds before, so the analyst will use matrix pricing. The analyst has identified four similar bonds with the following characteristics.


Using the information provided, create a pricing matrix for the analyst to estimate the price of the XYZ five-year bond by filling in the matrix below with Bonds A, B, C, and D:


选项:

解释:

To price the new XYZ bond, the analyst should group yields for comparable bonds in a matrix with maturities and coupon rates.


如题

1 个答案

品职答疑小助手雍 · 2024年09月28日

嗨,努力学习的PZer你好:


这题就是找一下对应关系,因为题目里有4只债券,其中两只coupon rate都是2.25%,这题就是要填表对应下四只债券。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!