NO.PZ2023120801000056
问题如下:
The bond equivalent yield of a 90-day European bank certificate of deposit quoted at a discount rate of 0.55% for a 360-day year is closest to:
选项:
A.0.21%
0.24%
0.28%
解释:
Correct Answer: C
这块理解不了为什么BEY要除以180
NO.PZ2023120801000056问题如下 The bonequivalent yielof a 90-y Europebank certificate of posit quotea scount rate of 0.55% for a 360-y yeis closest to: A.0.42%B.0.48%C.0.56% CorreAnswer: C 这两题的BEY有什么区别吗,为什么这题默认一年付息两次
错误
NO.PZ2023120801000056问题如下 The bonequivalent yielof a 90-y Europebank certificate of posit quotea scount rate of 0.55% for a 360-y yeis closest to: A.0.42%B.0.48%C.0.56% CorreAnswer: C 求BEY的时候 分母到底是90还是180
NO.PZ2023120801000056 问题如下 The bonequivalent yielof a 90-y Europebank certificate of posit quotea scount rate of 0.55% for a 360-y yeis closest to: A.0.21% B.0.24% C.0.28% CorreAnswer: 没有理解第一步为什么是用FV*(1-ys/years * )