开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Nicole Cai · 2024年04月02日

解题

NO.PZ2023052301000024

问题如下:

A four-year, 2.0% semiannual coupon bond that pays coupons semiannually is trading at a price of 102.581. The bond’s annualized yield-to-maturity is closest to:

选项:

A.

0.67%.

B.

1.34%.

C.

2.22%.

解释:

B is correct. Two approaches to calculating the yield-to-maturity are calculating an IRR or using the YIELD function in Microsoft Excel or Google Sheets. The periodic IRR is annualized by multiplying by two.


A is incorrect because 0.67% is the periodic, not annualized, yield-to-maturity.

C is incorrect. Note that this choice can be eliminated because the bond is trading at a premium; thus its yield-to-maturity is lower than its coupon rate of 2.0%.

请问这题,完整用计算器,该怎么按?

1 个答案

吴昊_品职助教 · 2024年04月03日

嗨,从没放弃的小努力你好:


计算器第三行:N=8,PMT=1,FV=100,PV= -102.581,求得I/Y=0.6676=0.67%

因为本题债券 是一年付息两次的,所以要在一期利率0.67%的基础上乘以2得1.34%

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 1

    回答
  • 0

    关注
  • 345

    浏览
相关问题

NO.PZ2023052301000024 问题如下 A four-year, 2.0% semiannucoupon bonthpays coupons semiannually is trang a priof 102.581. The bons annualizeyielto-maturity is closest to: A.0.67%. B.1.34%. C.2.22%. B is correct. Two approaches to calculating the yielto-maturity are calculating IRR or using the YIELfunction in Microsoft Excel or Google Sheets. The perioc IRR is annualizemultiplying two.A is incorrebecause 0.67% is the perionot annualize yielto-maturity.C is incorrect. Note ththis choiceliminatebecause the bonis trang a premium; thus its yielto-maturity is lower thits coupon rate of 2.0%. 本题计算器FV=100是说到期返还coupon ,为什么有些题计算时FV=0呢

2024-09-28 19:25 1 · 回答

NO.PZ2023052301000024 问题如下 A four-year, 2.0% semiannucoupon bonthpays coupons semiannually is trang a priof 102.581. The bons annualizeyielto-maturity is closest to: A.0.67%. B.1.34%. C.2.22%. B is correct. Two approaches to calculating the yielto-maturity are calculating IRR or using the YIELfunction in Microsoft Excel or Google Sheets. The perioc IRR is annualizemultiplying two.A is incorrebecause 0.67% is the perionot annualize yielto-maturity.C is incorrect. Note ththis choiceliminatebecause the bonis trang a premium; thus its yielto-maturity is lower thits coupon rate of 2.0%. 解析中PMT=1, FV =100是怎么得出来的?题目未给出这些信息啊。谢谢!

2024-08-18 13:23 1 · 回答

NO.PZ2023052301000024问题如下 A four-year, 2.0% semiannucoupon bonthpays coupons semiannually is trang a priof 102.581. The bons annualizeyielto-maturity is closest to: A.0.67%.B.1.34%.C.2.22%. B is correct. Two approaches to calculating the yielto-maturity are calculating IRR or using the YIELfunction in Microsoft Excel or Google Sheets. The perioc IRR is annualizemultiplying two.A is incorrebecause 0.67% is the perionot annualize yielto-maturity.C is incorrect. Note ththis choiceliminatebecause the bonis trang a premium; thus its yielto-maturity is lower thits coupon rate of 2.0%. 为什么是把负号放在了FV上? 怎么定义负号是放在PV还是FV?

2024-07-22 05:50 1 · 回答

NO.PZ2023052301000024 问题如下 A four-year, 2.0% semiannucoupon bonthpays coupons semiannually is trang a priof 102.581. The bons annualizeyielto-maturity is closest to: A.0.67%. B.1.34%. C.2.22%. B is correct. Two approaches to calculating the yielto-maturity are calculating IRR or using the YIELfunction in Microsoft Excel or Google Sheets. The perioc IRR is annualizemultiplying two.A is incorrebecause 0.67% is the perionot annualize yielto-maturity.C is incorrect. Note ththis choiceliminatebecause the bonis trang a premium; thus its yielto-maturity is lower thits coupon rate of 2.0%. 老师好,请问该题计算器该怎么按?N=8, PMT=1, PV=102.581,按出来都是error

2023-12-22 08:11 2 · 回答