NO.PZ2023052301000031
问题如下:
An analyst is analyzing a six-year callable bond with a semiannual coupon of 2.50% trading at a price of 98.90 per 100 par value and the following call schedule:
选项:
解释:
The correct yield values matched with the corresponding yield measures are presented in the following table:
Calculation of yield-to-first call:
Calculation of yield-to-second call:
Calculation of yield-to-maturity:
这道题semi-annual coupon rate 不是2.5吗,为什么答案里的PMT用的是1.25