NO.PZ2023090201000049
问题如下：
A floating-rate note makes semiannual interest payments and has a coupon rate equal to the six-month MRR plus 45 bps. The interest payments are made in May and November. If the six-month MRR was 1.95% in May and 2.25% in November of the same year, the coupon rate paid in November of that year was closest to:
选项：
A.2.40%. B.2.55%. C.2.70%.解释：
A is correct.
The applicable interest rate in November is the six-month market reference rate in May plus the 45 basis point = 1.95% + 0.45% = 2.40%.
考点：浮动利率债券
解析：对于浮动利率债券来说，每一期的coupon是由期初的利率决定的。十一月的coupon rate是五月的MRR+45bp = 1.95%+0.45%=2.4%
如题
