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Marissa · 2022年08月28日

用现金流计算可以吗

  1. CFA I
  2. Quantitative

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.

老师请问，这道题用现金流计算行吗？N52 IY2.5%/52 FV100000 PMT 0 CPT PV，算出来不对

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2 个答案

星星_品职助教 · 2023年05月14日

@_ Steven _

细微数值差距是因为I/Y只取了四位小数，这种四舍五入造成的细微差异可以忽略不计。

星星_品职助教 · 2022年08月28日

同学你好，

I/Y不包含百分号，应为I/Y=2.5/52=0.0481（保留四位小数后的结果）

N=52，IY=2.5/52，FV=100000， PMT=0， CPT PV的结果为-97,531.5771，即B选项。

_ Steven _ · 2023年05月13日

您好，我也是按照这个方式和数据按的计算器，但最终的出来的CPT PV结果是97530.4073。这是为什么呢？

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