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9747814 · 2024年04月03日

我用计算器PV=-89，PMT=0，FV95.25，N=3这么得出2.2881是不是这么算也正确？

  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.

我用计算器PV=-89，PMT=0，FV95.25，N=3这么得出2.2881是不是这么算也正确？

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1 个答案

品职助教_七七 · 2024年04月04日

嗨，努力学习的PZer你好：


正确。这种算法和答案解析的公式算法是一样的。

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

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