问题如下:
A treasury bond has a face value of 100 and a coupon rate of 6% paid semiannualy. The last coupon day is March 1, today is May 10. Based on actual/actual basis, the accrued interest is closest to?
选项:
A.$1.43.
B.$0.
C.$1.14.
D.$1.24.
解释:
C is correct.
考点:Accured interest
解析:
accrued interest =3×70/184 = 1.14
我计算出来是71天,3月31天,4月30天,5月10天,共71天。