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Tututu · 2024年10月13日

这里的yield to worst 是什么

NO.PZ2023052301000031

问题如下:

An analyst is analyzing a six-year callable bond with a semiannual coupon of 2.50% trading at a price of 98.90 per 100 par value and the following call schedule:


选项:

解释:

The correct yield values matched with the corresponding yield measures are presented in the following table:


Calculation of yield-to-first call:


Calculation of yield-to-second call:


Calculation of yield-to-maturity:


这里的yield to worst 是什么

1 个答案

笛子_品职助教 · 2024年10月14日

嗨,爱思考的PZer你好:


这里的yield to worst 是什么

Hello,亲爱的同学~

yield to worst 是指,在这三个收益率里最差的那个。

也就是找出:


这三者中,yield最低的那个。


从上表看出,yield to maturity 的数值最低。

因此,yield to worst = yield to maturity = 2.6998%。

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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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