问题如下图：
选项：
A. 
B. 
C. 
解释：
老师你好，这里的reference rate我理解下来应该为1.35吧，谢谢解答
NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息，而每一期的利息都是由期初利率决定的，所以6月30日的利息是由3月31日的利率确定的，3月31日的三个月MRR是1.55%，所以我们在1.55%的基础上加上0.65%得到2.2%，故C正确。 the three-month MRR is 1.55% an1.35%
NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息，而每一期的利息都是由期初利率决定的，所以6月30日的利息是由3月31日的利率确定的，3月31日的三个月MRR是1.55%，所以我们在1.55%的基础上加上0.65%得到2.2%，故C正确。 如题。。
请问如何看出是用上一个季度的利率？
2.10%. 2.00%. A is correct. The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month Libor rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%. 这道题还没看懂。总觉得结果是2%。如何看出要加上的是referenrate?
我不太明白，为什么这里不用除以4？三个月计息，可是这些都是年化利率啊
