NO.PZ2020011303000184
问题如下:
A rate is 5.5% with continuous compounding. What is the equivalent rate with quarterly compounding?
选项:
A.5.25%
B.5.38%
C.5.50%
D.5.54%
解释:
题目问:利率是5.5%连续复利,求等效季度复利的年化利率。
4(e0.055/4-1)=0.05538 . The equivalent rate is 5.538%.
老师这题我根本没算,我的思路是同一时间下,离散的利率一定高于连续的,所以只有一个选项合适。这个思路有问题吗?还是蒙对的。。。