比如世界 · 2020年05月16日
问题如下：
In addition to the bond in the previous question, a one-year bond that pays coupons every six months at the rate of 3% per year is currently worth 98.5. What is the one-year discount factor?
选项：
解释：
The value of the coupon that will be paid in six months is 1.5 × 0.980488 = 1.4707.
This means that the value of 101.5 received in one year is 98.5 − 1.4707
= 97.0293 so that the one-year discount factor is 97.0293/101.5 = 0.955953.
老师您好，不理解这道题，麻烦再讲解一下
NO.PZ2020011303000166问题如下 A six-month bonthpays coupons the rate of 5% per yeis currently worth 100.5. The scount factor is 100.5/(100 + 2.5) = 0.980488. A one-yebonthpays coupons every six months the rate of 3% per yeis currently worth 98.5. Whis the one-yescount factor? The value of the coupon thwill paiin six months is 1.5 × 0.980488 = 1.4707.This means ththe value of 101.5 receivein one yeis 98.5 − 1.4707= 97.0293 so ththe one-yescount factor is 97.0293/101.5 = 0.955953. 题目问已知6个月的scount factor为 0.980488。有一个1年债券，couponrate是3%，每半年付息一次，现在价值98.5，求1年的scount factor？债券价格是未来现金流的折现，所以98.5 = 1.5×6个月的scount factor + 101.5×一年的scount factor已知6个月的scount factor=0.980488，则一年的 scount factor = (98.5 - 1.5×0.980488)/101.5=0.955953. 这个题前后两问没有关系吧
NO.PZ2020011303000166 答案的101.5怎么算出来的
