开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Celestine · 2019年04月02日

问一道题:NO.PZ2016021705000022 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

请教一下老师,题目中在没有特别强调的情况下,coupon rate都是年化的吗?我做这题的时候还以为8%就是半年化的coupon rate。
1 个答案
已采纳答案

企鹅_品职助教 · 2019年04月03日

是的, 没有特殊说明 coupon rate 都是年化的,所以半年付一次要除以2.

  • 1

    回答
  • 0

    关注
  • 298

    浏览
相关问题

NO.PZ2016021705000022 问题如下 t.Com hterminethit coulissue $1,000 favalue bon with 8 percent coupon paisemi-annually ana five-yematurity $900 per bon If t.Com’s margintrate is 38 percent, its after-tcost of is closest to: A.6.2 percent. B.6.4 percent. C.6.6 percent. is correct.FV = $1,000; PMT = $40; N = 10; PV = -$900Solve for i. The six-month yiel i, is 5.3149%YTM = 5.3149% × 2 = 10.62985% r (1−t) = 10.62985%(1−0.38) = 6.5905% r1 − t) = 10.62985%(1 − 0.38) = 6.5905% 为啥PV=900而不是1000

2023-05-19 08:36 1 · 回答

NO.PZ2016021705000022问题如下t.Com hterminethit coulissue $1,000 favalue bon with 8 percent coupon paisemi-annually ana five-yematurity $900 per bon If t.Com’s margintrate is 38 percent, its after-tcost of is closest to: A.6.2 percent.B.6.4 percent.C.6.6 percent. is correct.FV = $1,000; PMT = $40; N = 10; PV = -$900Solve for i. The six-month yiel i, is 5.3149%YTM = 5.3149% × 2 = 10.62985% r (1−t) = 10.62985%(1−0.38) = 6.5905% r1 − t) = 10.62985%(1 − 0.38) = 6.5905% 给出的coupon rate都是年化的吗

2023-03-29 20:48 1 · 回答

NO.PZ2016021705000022问题如下t.Com hterminethit coulissue $1,000 favalue bon with 8 percent coupon paisemi-annually ana five-yematurity $900 per bon If t.Com’s margintrate is 38 percent, its after-tcost of is closest to: A.6.2 percent.B.6.4 percent.C.6.6 percent. is correct.FV = $1,000; PMT = $40; N = 10; PV = -$900Solve for i. The six-month yiel i, is 5.3149%YTM = 5.3149% × 2 = 10.62985% r (1−t) = 10.62985%(1−0.38) = 6.5905% r1 − t) = 10.62985%(1 − 0.38) = 6.5905% 为啥pv是900,老师,我感觉我前面没有学好,能详细解答吗。感谢

2023-03-18 19:25 1 · 回答

NO.PZ2016021705000022 问题如下 t.Com hterminethit coulissue $1,000 favalue bon with 8 percent coupon paisemi-annually ana five-yematurity $900 per bon If t.Com’s margintrate is 38 percent, its after-tcost of is closest to: A.6.2 percent. B.6.4 percent. C.6.6 percent. is correct.FV = $1,000; PMT = $40; N = 10; PV = -$900Solve for i. The six-month yiel i, is 5.3149%YTM = 5.3149% × 2 = 10.62985% r (1−t) = 10.62985%(1−0.38) = 6.5905% r1 − t) = 10.62985%(1 − 0.38) = 6.5905% 这个是C以900元的价格发行到期日为1000的债券不是,所以当期获得900的现金流入,到期付出1000.

2023-02-04 15:56 1 · 回答

NO.PZ2016021705000022 问题如下 t.Com hterminethit coulissue $1,000 favalue bon with 8 percent coupon paisemi-annually ana five-yematurity $900 per bon If t.Com’s margintrate is 38 percent, its after-tcost of is closest to: A.6.2 percent. B.6.4 percent. C.6.6 percent. is correct.FV = $1,000; PMT = $40; N = 10; PV = -$900Solve for i. The six-month yiel i, is 5.3149%YTM = 5.3149% × 2 = 10.62985% r (1−t) = 10.62985%(1−0.38) = 6.5905% r1 − t) = 10.62985%(1 − 0.38) = 6.5905% RT

2022-12-13 11:14 1 · 回答