问一道题：NO.PZ2016082406000069 [ FRM II ]

NO.PZ2016082406000069 HelmBank hma a loof US300 million 6.5% per annum

老师现金流应该是收-支，2.25%-(3.25%-2%)，支浮动，因为跌了少给2%，感觉应该是这样吧

这里题目不是说helm支付的是6.5%加上mark to market的利率变动吗？可是为什么是6.5%/2-2%呢？为什么不是加呢

Net inflow of US12.0 million Net inflow of US3.0 million Net outflow of US12.0 million ANSWER: C Note ththis is a semiannupayment; henall annucoupon rates must vi2. Helmpays 300(6.5%/2−2%)300{(6.5\%/2-2\%)}300(6.5%/2−2%). In return, it gets 300(4.5%/2)300{(4.5\%/2)}300(4.5%/2). The net cash flow is 300×(3.25%−2.25%)=300×1%=3million300\times\left(3.25\%-2.25\%\right)=300\times1\%=3million300×(3.25%−2.25%)=300×1%=3million最终的现金流不应该是2.25%-1.25%吗？

您好 请问这样解答是否正确？感觉答案没有写资产减值的影响