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Olivia.W🌸 · 2023年12月01日

为什么我算不出r

  1. CFA I
  2. Fixed Income

NO.PZ2023052301000027

问题如下：

A bond issued by RTR pays a quarterly coupon of 3.25%, has three years to maturity, and is currently trading at 97.28. The semiannual bond basis yield is closest to:

选项：

A.

1.055%

B.

2.121%

C.

4.242%

解释：

C is correct. As a first step, we need to calculate the quarterly yield and annualize it:


The next step is to convert the annualized quarterly yield to the semiannual bond basis yield.


A is incorrect because 1.0550% is the yield per quarter.
B is incorrect because 2.1100% is the yield per quarter (1.0550%) multiplied by 2.

计算器输入： PMT=3.25/4，N=12，PV=-97.28，FV=100，为什么 cpu iy 不得 0.0422 呢？

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2 个答案

pzqa015 · 2023年12月04日

嗨，从没放弃的小努力你好：


PMT=3.25/4，N=12，PV=-97.28，FV=100，算出来I/Y是0.01055，然后做年化处理，得到年化的r是0.0422。


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cfa考鸭 · 2023年12月01日

算出来1.06的话 最后要乘以4得年化收益率

Olivia.W🌸 · 2023年12月01日

我也算不出 1.06

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