问题如下:
In addition to the bond in the previous question, a one-year bond that pays coupons every six months at the rate of 3% per year is currently worth 98.5. What is the one-year discount factor?
选项:
解释:
The value of the coupon that will be paid in six months is 1.5 × 0.980488 = 1.4707.
This means that the value of 101.5 received in one year is 98.5 − 1.4707
= 97.0293 so that the one-year discount factor is 97.0293/101.5 = 0.955953.
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