此题答案应选择A吧?问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2018062006000014 问题如下 A five-yesemi-annucapital-inxebonis issuewith the coupon rate of 8%, pvalue of $1000. It is inxeto the inflation rate of the Unite States. Assume the inflation rate is increase3%, whiof the following is least appropriate? A.The coupon payment becomes $41.2. B.The principvalue becomes $1030. C.The coupon rate is increaseto 10%. C is correct.A capital-inxebonremains the coupon rate constant anthe principvalue increases in line with the inflation rate ring the bons life. Thus, the interest payments an the principvalue are austefor the inflation. Coupon rate is still 8% anprincipvalue becomes 1,000×(1+3%)=$1,030. The coupon payment equals $1030×8%×(1/2)=$41.2.考点capitinxebon析对于capitinxebon而言,此类债券票面利率保持不变,但票面价值根据通货膨胀进行调整。因此,通货膨胀调整后的面值 = 1000 × (1+3%) =1030,而债券票面利率保持不变。对应每一期的coupon = 1030 × 8% × (1/2) = 41.2,故C不正确,当选。 请问1000x(1+3%)x(1+4%)为什么不对?
capital-inxebonprincipal期间不摊销吧,是到期后一次性付清吧?只是期间计算coupon payment时用到的principrepayment 会根据CPI来调整
The coupon payment equals $1030×8%×(1/2)=$41.2 1/2是因为semi-annual, 这里的coupon payment指的是每一期还是每一年的?
通货膨胀会改变principvalue吗?