问题如下:
The discount rate of a 180-day banker’s acceptance for a 360-day year quoted at a bond equivalent yield of 6.72% is closest to:
选项:
A.6.62%
B.6.51%
C.6.42%
解释:
C is correct.
Bond equivalent yield (BEY) for money market security is yield stated on a 365-day add-on rate basis.
PV=96.79
PV=100*[1-(180/360)*discount rate]=96.79
discount rate=0.0642
老师好,通过BEY反算出PV=96.793以后,算discount yield=(100-96.793)/96.793 *360/180 为什么总是得出6.62%这个答案呢。求教~