懒惰的土豆 · 2025年06月09日
NO.PZ2023052301000046
问题如下：
Consider a bond that has three years remaining to maturity, a coupon of 4% paid semiannually, and a yield-to-maturity of 4.60%. Assuming it is 12 days into the first coupon period and a 30/360 basis, the bond’s annualized Macaulay duration is closest to:
选项：
A.1.8764 years.
2.8386 years.
2.8553 years.
解释：
B is correct.
这句话意思是还剩12天到下一个付息日吗，就是现在的时间点是从0时刻开始的第168天，如果这样理解的话我算出来结果是c呀。如果按照从0时刻开始到现在12天的方式去算才能得到解析里表格的结果
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. it is 12 ys into the first coupon perio指的是从0时刻开始12天，还是到第一个付息日还要12天呀，如果是到第一个付息日，那是不是答案错了，讲义上写的是1-t/T,t为0时间到现在的天数
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. 这里为什么是168/180，而不是12/180，有点没理解
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. 完全看不懂答案解析，也不懂题干说Assuming it is 12 ys into the first coupon perioana 30/360 basis有什么用？
NO.PZ2023052301000046 问题如下 Consir a bonthhthree years remaining to maturity, a coupon of 4% paisemiannually, ana yielto-maturity of 4.60%. Assuming it is 12 ys into the first coupon perioana 30/360 basis, the bons annualizeMacaulration is closest to: A.1.8764 years. B.2.8386 years. C.2.8553 years. B is correct. 请老师再详细一下，这道题P0是多少，以及PVfull是怎么计算的。谢谢！
