问题如下:
The bond equivalent yield for a 182-day US Treasury bill that has a price of $9,725 per $10,000 face value is closest to:
选项:
A.5.44%.
B.5.53%.
C.5.67%.
解释:
C is correct.
Bond equivalent yield = [($10,000 − 9,725)/$9,725 ] × (365/182) = 5.671 percent.
If the yield to maturity on an annual- pay bond is 7.75%, the bond- equivalent yield is closest to:
A 8.05%. B 7.90%. C 7.61%.
借着这道题请教一下这个问题的解法
课程哪一个板块详细的讲了bond- equivalent yield?之前在mock的quant部分也看到了这个知识点,然后也错了,以前学的式子都不好用。说起来bond- equivalent yield到底是个什么?跟YTM。EAR有什么区别?