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Sallyrrr · 2024年08月13日

老师 这道题算price的话是 因为是semi 那个YTM需要除以2吗?还是表格里的YTM已经是半年的了。

NO.PZ2023052301000026

问题如下:

An analyst is analyzing a bond that will soon be issued by XYZ Company. The new bond will have five years to maturity and a 2.25% coupon, paid semiannually. XYZ has never issued bonds before, so the analyst will use matrix pricing. The analyst has identified four similar bonds with the following characteristics.


Using the information provided, create a pricing matrix for the analyst to estimate the price of the XYZ five-year bond by filling in the matrix below with Bonds A, B, C, and D:


选项:

解释:

To price the new XYZ bond, the analyst should group yields for comparable bonds in a matrix with maturities and coupon rates.


1 个答案

品职答疑小助手雍 · 2024年08月13日

嗨,努力学习的PZer你好:


题目给的YTM都是年化表示的,因为是半年付息所以计算value的时候要除以2。

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努力的时光都是限量版,加油!

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