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 = £100,000(1 +0.025/52 )-52 PV = £97,531.58.
发现数量里的题,都不考虑coupon吗?但在固收的题里,却要都考虑coupon,这是为啥?
另外货币市场1年期债券,只要题中没提到discount rate,就是算折现,而不是打折,对吗?