问题如下:
The detailed information of bond A is as follows:
If converted into a quarterly periodicity, the YTM will be:
选项:
A. 3.98%
B. 2.52%
C. 3.51%
解释:
A is correct.
(1+4%/2)^2 = (1+ APR/4)^4
APR = 3.98%
这题计算机怎么按啊?我的天NO.PZ2018062006000076 问题如下 The taileinformation of bonA is follows:If converteinto a quarterly periocity, the YTM will be: A.3.98% B.2.52% C.3.51% A is correct.(1+4%/2)^2 = (1+ APR/4)^4APR = 3.98%考点APR解析这道题考察的是不同期限的利率之间的转换。把半年计息一次的年化收益率转换为一个季度计息一次的年化收益率。1+E= (1+APR2/2)2 = (1+APR4/4)4 ,代入数值(1+4%/2)2 =(1+R/4)4 ,从而求出R=3.98%,故A正确。 我记得apr都是带入期间利率。本题条件中的YTM4%,我以为是年化的。所以我的公式是(1+2%/2)^2=(1+apr4/4)^4
NO.PZ2018062006000076 问题如下 The taileinformation of bonA is follows:If converteinto a quarterly periocity, the YTM will be: A.3.98% B.2.52% C.3.51% A is correct.(1+4%/2)^2 = (1+ APR/4)^4APR = 3.98%考点APR解析这道题考察的是不同期限的利率之间的转换。把半年计息一次的年化收益率转换为一个季度计息一次的年化收益率。1+E= (1+APR2/2)2 = (1+APR4/4)4 ,代入数值(1+4%/2)2 =(1+R/4)4 ,从而求出R=3.98%,故A正确。 RT
请问这题怎样计算?