NO.PZ2018062010000020
问题如下:
Bond L is sold for settlement on 17 July 2011, and its properies are shown below.
The full price that bond L will settle at on 17 July 2011 is closest to:
选项:
A. 102.36
B. 104.41
C. 103.65
解释:
B is correct.
PVflat=(1+26%)13.5+(1+26%)23.5+(1+26%)33.5+(1+26%)43.5+(1+26%)53.5+(1+26%)6103.5=102.71
PVfull=PVflat∗(1+26%)180100=104.41
我算出来的AI=0.07*100*0.5*(100/180)=1.94, 然后用flat price 减去AI,并不得选项中的结果啊