NO.PZ2019070101000031
问题如下:
The table shows reletive information about three bonds with semiannual coupon payments,based on the table,the discount factor for d(0.5) is close to?
选项:
A.0.9121.
B.0.9981.
C.0.9876.
D.0.9924.
解释:
D is correct
考点:Discount Factor
解析:
对于0.5年期的债券,102.25*d(0.5)=101.47; d(0.5)=0.9924
题目没给par value,怎么求?