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司聪 · 2021年05月29日

这题算的时候需要调整成（1+2.5/52）的52次方嘛

  1. CFA I
  2. Quantitative

NO.PZ2017092702000005

问题如下：

A client requires £100,000 one year from now. If the stated annual rate is 2.50% compounded weekly, the deposit needed today is closest to:

选项：

A.

£97,500.

B.

£97,532.

C.

£97,561.

解释：

B is correct

because £97,531 represents the present value (PV) of £100,000 received one year from today when today’s deposit earns a stated annual rate of 2.50% and interest compounds weekly, as shown in the following equation (where FV is future value):

PV = FVN(1 + rs /m)mN PV = £100,00(1 +0.025/52 )-52 PV = £97,531.58.

这题算的时候需要调整成（1+2.5/52）的52次方嘛，

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1 个答案

星星_品职助教 · 2021年05月29日

同学你好，

对的，“stated annual rate”不能直接用，都需要做调整。

如果用计算器算，可以转化EAR来计算。

也可以直接用2.5/52来计算I/Y，但此时N需要等于52。即FV=100,000，N=52，I/Y=2.5/52，PMT=0，CPT PV= - 97,531.5771

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