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乔。 · 2023年11月30日

公式算出来了，计算器算的不对

  1. CFA I
  2. Quantitative

NO.PZ2023052407000005

问题如下：

Consider a Swiss Confederation zero-coupon bond with a par value of CHF100, a remaining time to maturity of 12 years and a price of CHF89. In three years’ time, the bond is expected to have a price of CHF95.25. If purchased today, the bond’s expected annualized return is closest to:

选项：

A.

0.58 percent.

B.

1.64 percent.

C.

2.29 percent.

解释：

C is correct. The FV of the bond is CHF95.25, the PV is CHF89, and the number of annual periods (t) is 3.

2.29 percent=(95.25/89)1/3-1

A is incorrect as the result is derived using t of 12. B is incorrect as this result is derived using a PV of CHF95.25 and an FV of 100.

计算器算法：求I/Y?  PV=-89. FV=95.25，N=3，

I/Y=8.17，为什么


公式算法，r=95.25/-89)^1/3-1，这个没有问题，




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Olive_品职助教 · 2023年11月30日

嗨，努力学习的PZer你好：


PV=-89，PMT=0，FV95.25，N=3，我这里按出来I/Y=2.29

同学可以确认下输入值是否正确~

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