问一道题：NO.PZ2018062006000063 [ CFA I ]

问题如下：

Alex wants to buy a 2-year bond with the coupon rate of 5%. The coupon is paid annually. Spot rates are as follows: 1-year spot rate=4%; 2-year spot rate=4.5%. The price of the bond is:

选项：

100.96

100.00

99.78

解释：

A is correct.

$PV = {PMT\over (1+0.04)}+{PMT+PAR\over (1+0.045)^2} = {5\over (1+0.04)}+{5+100\over (1+0.045)^2} =100.96$

PV =100.96

虽然题目做对了，但还是想问100是如何得来的。是根据答案推算的还是题目隐含的条件告诉的？

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1 个答案

WallE_品职答疑助手 · 2020年11月19日

默认债券的价格都是整数，基本就是100，1000，1万等。

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问一道题：NO.PZ2018062006000063 [ CFA I ]

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