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zYLy@沅芷湘兰 · 2020年03月17日

问一道题:NO.PZ2018062006000110

问题如下:

A client purchases a 6-year bond at $109.83, and the coupon rate is 8%. The interest is paid annualy. Assume the client will hold the bond to maturity, and the current market interest rate is 6%, which remains constant during the whole period. Calculate the future value of the reinvested coupon payments.

选项:

A.

45.33.

B.

51.17

C.

55.81.

解释:

C is correct.

8×1.065+8×1.064+8×1.063+8×1.062+8×1.061+8=55.81

老师好,FV不是等于 coupon payment加上reinvested coupon payment 吗

1 个答案

吴昊_品职助教 · 2020年03月17日

题干要我们求的是coupon的再投资收入FV。所以,PV=0,N=6,PMT=8,I/Y=6,所以FV=55.80

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NO.PZ2018062006000110问题如下A client purchases a 6-yebon$109.83, anthe coupon rate is 8%. The interest is paiannualy. Assume the client will holthe bonto maturity, anthe current market interest rate is 6%, whiremains constant ring the whole perio Calculate the future value of the reinvestecoupon payments.A.45.33.B.51.17C.55.80 C is correct.8×1.065+8×1.064+8×1.063+8×1.062+8×1.061+8=55.80考点Sourof return解析题干要我们求的是coupon的再投资收入FV。利用计算器PV=0,N=6,PMT=8,I/Y=6,所以FV=55.80,故C正确。 109这个数。谢谢老师解答

2023-08-02 11:37 1 · 回答

NO.PZ2018062006000110 问题如下 A client purchases a 6-yebon$109.83, anthe coupon rate is 8%. The interest is paiannualy. Assume the client will holthe bonto maturity, anthe current market interest rate is 6%, whiremains constant ring the whole perio Calculate the future value of the reinvestecoupon payments. A.45.33. B.51.17 C.55.80 C is correct.8×1.065+8×1.064+8×1.063+8×1.062+8×1.061+8=55.80考点Sourof return解析题干要我们求的是coupon的再投资收入FV。利用计算器PV=0,N=6,PMT=8,I/Y=6,所以FV=55.80,故C正确。 那109.83是干啥用的,PV不是按这个数?

2023-04-26 07:34 1 · 回答

NO.PZ2018062006000110 这道题的pmt即coupon怎么不是109.83乘以8%?????!!!为什么是100(还没有告诉我这个数)的%8,那个pmt不是购买时的投资即pv乘以coupon-rate么????

2021-02-15 09:54 1 · 回答

请问为什么默认面值是100?考试的时候遇到这种情况 也是这么默认吗?

2020-09-27 04:39 1 · 回答