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NO.PZ2023052301000030 问题如下 analyst is analyzing a three-year, 2.25% annucoupon bonissueQWE Company. Currently, the bons yielto-maturity is 2.707%. The three-yeswrate is 1.840%. The government spot rates are presentein the table.If the priof the QWE bonis 98.70% of par, its Z-spre(in basis points) is closest to: A.80. B.82. C.87. B is correct. To calculate the Z-sprea we must solve for Z in the following equation, given the spot rates anpriof the bonThe Solver a-in for Microsoft Excel fin Z = 0.0082, or 82 bps, setting the pri(sum of present values of cash flows) equto 98.70 the objective anZ the change variable. Please refer to the cante learning ecosystem online for a spreaheet monstrating the calculation.A is incorrebecause 80 bps is the value of the G-sprea not the Z-sprea The G-spreis calculatethe fferenbetween the QWE bonyielanthe yielof the government bonwith the same maturity:G-spre= 2.707% – 1.904% = 80 bps.C is incorrebecause 87 bps is the I-sprea not the Z-sprea The I-spreis calculatea yielspreof a bonover the stanrswrate in the same currenanwith the same tenor. The yielto-maturity for the corporate bonis 2.707%, anthe swrate for the same maturity is 1.840%.I-spre= 2.707% – 1.840% = 87 bps. Z-sprea个方程怎么解？

NO.PZ2023052301000030 问题如下 analyst is analyzing a three-year, 2.25% annucoupon bonissueQWE Company. Currently, the bons yielto-maturity is 2.707%. The three-yeswrate is 1.840%. The government spot rates are presentein the table.If the priof the QWE bonis 98.70% of par, its Z-spre(in basis points) is closest to: A.80. B.82. C.87. B is correct. To calculate the Z-sprea we must solve for Z in the following equation, given the spot rates anpriof the bonThe Solver a-in for Microsoft Excel fin Z = 0.0082, or 82 bps, setting the pri(sum of present values of cash flows) equto 98.70 the objective anZ the change variable. Please refer to the cante learning ecosystem online for a spreaheet monstrating the calculation.A is incorrebecause 80 bps is the value of the G-sprea not the Z-sprea The G-spreis calculatethe fferenbetween the QWE bonyielanthe yielof the government bonwith the same maturity:G-spre= 2.707% – 1.904% = 80 bps.C is incorrebecause 87 bps is the I-sprea not the Z-sprea The I-spreis calculatea yielspreof a bonover the stanrswrate in the same currenanwith the same tenor. The yielto-maturity for the corporate bonis 2.707%, anthe swrate for the same maturity is 1.840%.I-spre= 2.707% – 1.840% = 87 bps. 为什么不能用2.707%-1.84%

NO.PZ2023052301000030 问题如下 analyst is analyzing a three-year, 2.25% annucoupon bonissueQWE Company. Currently, the bons yielto-maturity is 2.707%. The three-yeswrate is 1.840%. The government spot rates are presentein the table.If the priof the QWE bonis 98.70% of par, its Z-spre(in basis points) is closest to: A.80. B.82. C.87. B is correct. To calculate the Z-sprea we must solve for Z in the following equation, given the spot rates anpriof the bonThe Solver a-in for Microsoft Excel fin Z = 0.0082, or 82 bps, setting the pri(sum of present values of cash flows) equto 98.70 the objective anZ the change variable. Please refer to the cante learning ecosystem online for a spreaheet monstrating the calculation.A is incorrebecause 80 bps is the value of the G-sprea not the Z-sprea The G-spreis calculatethe fferenbetween the QWE bonyielanthe yielof the government bonwith the same maturity:G-spre= 2.707% – 1.904% = 80 bps.C is incorrebecause 87 bps is the I-sprea not the Z-sprea The I-spreis calculatea yielspreof a bonover the stanrswrate in the same currenanwith the same tenor. The yielto-maturity for the corporate bonis 2.707%, anthe swrate for the same maturity is 1.840%.I-spre= 2.707% – 1.840% = 87 bps. 第一个2.25的分母是1.01719，第二个2.25的分母是1.0208的平方，第三个102.5的分母是1.02724的三次方。不知道哪里错了。。

NO.PZ2023052301000030问题如下 analyst is analyzing a three-year, 2.25% annucoupon bonissueQWE Company. Currently, the bons yielto-maturity is 2.707%. The three-yeswrate is 1.840%. The government spot rates are presentein the table.If the priof the QWE bonis 98.70% of par, its Z-spre(in basis points) is closest to: A.80.B.82.C.87. B is correct. To calculate the Z-sprea we must solve for Z in the following equation, given the spot rates anpriof the bonThe Solver a-in for Microsoft Excel fin Z = 0.0082, or 82 bps, setting the pri(sum of present values of cash flows) equto 98.70 the objective anZ the change variable. Please refer to the cante learning ecosystem online for a spreaheet monstrating the calculation.A is incorrebecause 80 bps is the value of the G-sprea not the Z-sprea The G-spreis calculatethe fferenbetween the QWE bonyielanthe yielof the government bonwith the same maturity:G-spre= 2.707% – 1.904% = 80 bps.C is incorrebecause 87 bps is the I-sprea not the Z-sprea The I-spreis calculatea yielspreof a bonover the stanrswrate in the same currenanwith the same tenor. The yielto-maturity for the corporate bonis 2.707%, anthe swrate for the same maturity is 1.840%.I-spre= 2.707% – 1.840% = 87 bps. 如果用计算器，这道题怎样计算呢？

NO.PZ2023052301000030问题如下 If the priof the QWE bonis 98.70% of par, its Z-spre(in basis points) is closest to: A.80.B.82.C.87. B is correct. To calculate the Z-sprea we must solve for Z in the following equation, given the spot rates anpriof the bonThe Solver a-in for Microsoft Excel fin Z = 0.0082, or 82 bps, setting the pri(sum of present values of cash flows) equto 98.70 the objective anZ the change variable. Please refer to the cante learning ecosystem online for a spreaheet monstrating the calculation.A is incorrebecause 80 bps is the value of the G-sprea not the Z-sprea The G-spreis calculatethe fferenbetween the QWE bonyielanthe yielof the government bonwith the same maturity:G-spre= 2.707% – 1.904% = 80 bps.C is incorrebecause 87 bps is the I-sprea not the Z-sprea The I-spreis calculatea yielspreof a bonover the stanrswrate in the same currenanwith the same tenor. The yielto-maturity for the corporate bonis 2.707%, anthe swrate for the same maturity is 1.840%.I-spre= 2.707% – 1.840% = 87 bps. 请问这道题的条件是没有给全吗？