题目中说到【bond's yield-to-maturity, quoted on a semiannual bond basis, is 3.897%.】意思不是说半年的ytm是3.897%吗,这句话是什么意思,有点混淆
No.PZ2021050703000016 (选择题)
来源:
A 5-year, 5% semiannual coupon payment corporate bond is priced at 104.967 per 100 of par value. The bond's yield-to-maturity, quoted on a semiannual bond basis, is 3.897%. An analyst has been asked to convert to a monthly periodicity. Under this conversion, the yield-to-maturity is closest to:
您的回答C, 正确答案是: A
A 3.87%.
B 4.95%.
C 7.67%.