NO.PZ2023120801000041
问题如下：
The bonds of Whakatane and Co. are priced for settlement on 15 July 2014 and have the following features.
On the basis of this information, the difference between the full and flat prices is closest to
选项：
A.0.917
B.2.667
C.1.326
解释：
Correct Answer: C
The difference between the full and flat prices is the accrued interest, which is computed as follows. Based on the Actual/Actual day convention, the number of days between the coupon periods is 184 days. Also, using the Actual/Actual day count convention, the number of days between 15 May 2014 and 15 July 2014 is 16 days remaining in May + 30 days in June + 15 days in July = 61 days. Accrued interest (per $100 par value) = (61/184)(8.00/2) = 1.326.
如题
