计算的式子请老师给一下,这里每一期的weight是1 2 3还是0.5 1 1.5?
问题如下图:
选项:
A.
B.
C.
D.
解释:
A Treasury bonha coupon rate of 6% per annum (the coupons are paisemiannually) ana semiannually compounyielof 4% per annum. The bonmatures in 18 months anthe next coupon will pai6 months from now. Whinumber of years is closest to the bons Macaulration? 1.023 years 1.457 years 1.500 years 2.915 years ANSWER: B For coupon-paying bon, Macaulration is slightly less ththe maturity, whiis 1.5 years here. So, B woula googuess. Otherwise, we ccompute ration exactly. 老师能详细一下这道题吗
然而这道题我用平均现金流折现的定义算出来不是1.5,麻烦老师看看哪里错了