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赵磊fantasy · 2019年10月27日

问一道题:NO.PZ2019052801000049

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


求一个完整的解题思路

1 个答案

品职答疑小助手雍 · 2019年10月27日

同学你好,这个bank是收固定付浮动的

所以收固定端的PV就是0.04按3.5%折现+1.04按4.5%2年折现等于0.989115,再乘以5m

浮动端的PV就直接是par也就是5m。

那结果就是和解析一样的了。

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