问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
题意看不太懂，可以解释一下吗？
NO.PZ2016082402000004问题如下 A five-year corporate bonpaying annucoupon of 8% is sola prireflecting a yielto maturity of 6%. One yepasses anthe interest rates remain unchange Assuming a flterm structure anholng all other factors constant, the bons priring this periowill have Increased creased Remained constant Cannot terminewith the ta given ANSWER: B Because the coupon is greater ththe yiel the bonmust selling a premium or current prigreater ththe favalue. If yiel not change, the bonpriwill converge to the favalue. Given thit starts higher, it must crease. YTM为什么小于利率是溢价发行
这是哪段知识点啊？
如果是折价发行的债券，随着时间kjin靠近t时刻，价格应该也会减少吧？因为time value 减少
请问是否可以用公式计算当期price来做比较，比如p0=coupon按ytm折现，p1也按coupon折现，但是少了一个coupon，所以价格下降了？
这道题是考的这一章哪个kao'ao考点，没有太懂，能下吗？
