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.
為什麼A不能在B旁邊的位置,C不能在最右下角呢,coupon rate都是2.25%應該怎麼填A和C的對應位置呢?