珈柠 · 2024年08月11日
NO.PZ2023120801000059
问题如下：
Using the following US Treasury spot rates, the arbitrage-free value of a two-year $100 par value Treasury bond with a 6% coupon rate is closest to:
选项：
A.
$99.75
B.
$107.03
C.
$105.65
解释：
Correct Answer: C
The value of the bond is
这题为什么不能把3.1%作为YTM，然后用计算器第三行来计算价格？
NO.PZ2023120801000059问题如下 Using the following US Treasury spot rates, the arbitrage-free value of a two-ye$100 pvalue Treasury bonwith a 6% coupon rate is closest to: A.$99.75B.$107.03C.$105.65 CorreAnswer: CThe value of the bonis 它都是表示年利率吗？
NO.PZ2023120801000059问题如下 Using the following US Treasury spot rates, the arbitrage-free value of a two-ye$100 pvalue Treasury bonwith a 6% coupon rate is closest to: A.$99.75B.$107.03C.$105.65 CorreAnswer: CThe value of the bonis 哪里可以看出来 半年复息一次
