NO.PZ2023120801000060
问题如下：
Using the following US Treasury forward rates, the value of a 2½-year $100 par value Treasury bond with a 5% coupon rate is closest to:
选项：
A.
$101.52
B.
$104.87
C.
$106.83
解释：
Correct Answer: C
The value of the bond is
算起来有点慢111111
