MOCK B AM Case 4
第2小题 total expected return 计算:
coupon income=6.2%*99/92.28=6.61%(这里感觉答案给的不对,求教老师给解答一下)
rolldown return=(92.68-92.28)/92.28=0.43%
E(change of yeild rate)=-7.3*(0.28)+0.5*32.5*(0.28)^2=-2.03%
the total expected return=6.61+0.43-2.03-0.05+0.16=5.12%