Drink H · 2020年03月06日

问一道题：NO.PZ2020011303000201 [ FRM I ]

1. FRM I
2. Valuation And Risk Models

问题如下：

If the bond in the previous question is financed at 2% (per annum), what is the net return?

解释：

If the bond is financed at 2%, the net return is [3 + 101－102－0.02 × 102] / 102=﹣0.004 or﹣0.4%

讲义里相同的题，是直接减去再投资收益率。而这里为什么是分子减去再投资收益，再除以102？