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ziyingchen10 · 2020年10月27日

问一道题：NO.PZ2017092702000005

  1. CFA I
  2. Quantitative

问题如下：

A client requires £100,000 one year from now. If the stated annual rate is 2.50% compounded weekly, the deposit needed today is closest to:

选项：

A.

£97,500.

B.

£97,532.

C.

£97,561.

解释：

B is correct

because £97,531 represents the present value (PV) of £100,000 received one year from today when today’s deposit earns a stated annual rate of 2.50% and interest compounds weekly, as shown in the following equation (where FV is future value):

PV = FVN(1 + rs /m)mN PV = £100,00(1 +0.025/52 )-52 PV = £97,531.58.

  1. 为什么用52次方

我的做法： 100,000=PV*(1+2.5%/48)^48

PV=9,7531.62

  1. 2.如果用计算机，应该I/Y=？
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1 个答案

星星_品职助教 · 2020年10月27日

同学你好，

1. 对于weekly计息的计算，默认为一年有52周，并没有默认为48周的情况。

2. 这种题不需要代公式手算，正常就是计算器计算。I/Y直接输入2.5/52=0.0481即可。但注意既然I/Y采用了周利息，那么N就需要等于52。即N=52，FV=100,000，PMT=0，I/Y=-0.0481.CPTPV=-97531.577，选择B选项。

注意计算器算和手算是不同的思路，前者直接设置一周为一期（推荐），后者按照答案解析的算法是先算EAR（不建议，慢）。

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