问题如下图：
选项：
A. 
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C. 
解释：
没看懂这种解题方式 跟老师用的方法不一样 可以用老师的方法给我解下么
NO.PZ2016022702000007 问题如下 A one-yezero-coupon bonyiel 4.0%. The two- anthree-yezero-coupon bon yiel5.0% an6.0% respectively.The five-yespot rate is not given above; however, the forwarprifor a two-yezero-coupon bonbeginning in three years is known to 0.8479. The pritoy of a five-yezero-coupon bonis closest to: A.0.7119. B.0.7835. C.0.9524. A is correct. 1(1.06)3=0.8396\frac1{{(1.06)}^3}=0.8396(1.06)31=0.8396The forwarpricing mol cuseto finthe priof the five-yezero P(T*+T)=P(T*)F(T*,T), SO P(5)=P(3)F(3,2)= 0.8396 x 0.8479 = 0.7119.考点forwarpricing mol首先将即期利率转化成即期价格P(3)= 1(1.06)3=0.8396\frac1{{(1.06)}^3}=0.8396(1.06)31=0.8396。通过forwarpricing mol得到五年期零息债券的价格，即P(T*+T)=P(T*)F(T*,T)，所以P(5)=P(3)×F(3,2)=0.8396×0.8479=0.7119。 如题
NO.PZ2016022702000007问题如下 A one-yezero-coupon bonyiel 4.0%. The two- anthree-yezero-coupon bon yiel5.0% an6.0% respectively.The five-yespot rate is not given above; however, the forwarprifor a two-yezero-coupon bonbeginning in three years is known to 0.8479. The pritoy of a five-yezero-coupon bonis closest to: A.0.7119.B.0.7835.C.0.9524. A is correct. 1(1.06)3=0.8396\frac1{{(1.06)}^3}=0.8396(1.06)31=0.8396The forwarpricing mol cuseto finthe priof the five-yezero P(T*+T)=P(T*)F(T*,T), SO P(5)=P(3)F(3,2)= 0.8396 x 0.8479 = 0.7119.考点forwarpricing mol首先将即期利率转化成即期价格P(3)= 1(1.06)3=0.8396\frac1{{(1.06)}^3}=0.8396(1.06)31=0.8396。通过forwarpricing mol得到五年期零息债券的价格，即P(T*+T)=P(T*)F(T*,T)，所以P(5)=P(3)×F(3,2)=0.8396×0.8479=0.7119。 P3的正确理解方法应该是，n＝3，I/Y＝6，FV＝1，PMT＝0，求PV，我看了那些就没有说到点上的，不会的人还是理解不了说的是个啥，看我说的这个我相信没人会不懂。
NO.PZ2016022702000007 问题如下 A one-yezero-coupon bonyiel 4.0%. The two- anthree-yezero-coupon bon yiel5.0% an6.0% respectively.The five-yespot rate is not given above; however, the forwarprifor a two-yezero-coupon bonbeginning in three years is known to 0.8479. The pritoy of a five-yezero-coupon bonis closest to: A.0.7119. B.0.7835. C.0.9524. A is correct. 1(1.06)3=0.8396\frac1{{(1.06)}^3}=0.8396(1.06)31=0.8396The forwarpricing mol cuseto finthe priof the five-yezero P(T*+T)=P(T*)F(T*,T), SO P(5)=P(3)F(3,2)= 0.8396 x 0.8479 = 0.7119.考点forwarpricing mol首先将即期利率转化成即期价格P(3)= 1(1.06)3=0.8396\frac1{{(1.06)}^3}=0.8396(1.06)31=0.8396。通过forwarpricing mol得到五年期零息债券的价格，即P(T*+T)=P(T*)F(T*,T)，所以P(5)=P(3)×F(3,2)=0.8396×0.8479=0.7119。 老师您好，我是这么算的第一步0.8479=1/f（3,2），得到f（3,2）=0.086第二步P0=1/（1.04*1.05*1.06*1.086*1.086），得到P=0.7325
NO.PZ2016022702000007 P(3)=1/[(1+S3)^3]=1/(1.06)^3=0.8396 为什么要这么算？ 具体在哪个视频里有讲解？
NO.PZ2016022702000007 为什么 我先算出S5,用1/(1+S5)^5,算出来不是同一个呢？
