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Jusay · 2021年06月24日

老师，请问什么时候用EAR的计算公式，什么时候又直接除周期频次？

  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.

EAR=（1+R/M）^M-1 这个公式和 I/Y=2.5/52？ 这两个什么情况下分别用，老是用错。

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1 个答案

星星_品职助教 · 2021年06月24日

同学你好，

原则为I/Y和N和PMT三者对应的期限要一致。

如果用了EAR，相当于I/Y对应的就是“年”利率，此时N也需是多少“年”，PMT也需要是年度付款。

如果用了期间利率，也要做到三者对应。

在这个原则的基础上，选择最方便的利率进行计算即可。

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