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比如世界 · 2020年03月08日

问一道题:NO.PZ2020011303000194 [ FRM I ]

问题如下:

How is the yield to maturity on a bond affected by its coupon when the yield curve is (a) flat, (b) upward-sloping, and (c) downward-sloping?

解释:

When the yield curve is flat so that all rates equal R, the yield to maturity of a bond always equals R. When the yield curve is upward-sloping, the yield to maturity decreases as the coupon increases. When the yield curve is downward-sloping, the yield to maturity increases as the coupon increases.

这题是在考察什么呀,学晕了,老师请帮我再明确下知识点,谢谢

1 个答案

小刘_品职助教 · 2020年03月09日

同学你好,

这道题目前我们研究了一下,也get不到他的点。这道题暂时会被下架o(╥﹏╥)o