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琳 · 2024年07月11日

如题

NO.PZ2022123001000157

问题如下:

Italian one-year government debt has an interest rate of 0.73 percent; Italian two-year government debt has an interest rate of 1.29 percent. The breakeven one-year reinvestment rate, one year from now is closest to:

选项:

A.

1.01 percent

B.

1.11 percent

C.

1.85 percent

解释:

C is correct. The one-year forward rate reflects the breakeven one-year reinvestment rate in one year, computed as follows:

F1,1 = (1+r2)2/(1+r1) – 1,

F1,1 = (1.0129)2/(1.0073) – 1 = 0.0185.

请问这个知识点在哪里讲过,讲义里有吗

1 个答案

品职助教_七七 · 2024年07月11日

嗨,爱思考的PZer你好:


本题为24年教材新增内容,讲义位置如下:


对应的视频为Module 2的这一部分:

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虽然现在很辛苦,但努力过的感觉真的很好,加油!