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摩羯大小姐 · 2022年02月06日

No.PZ2021050703000020 为什么N用4呢

为什么N用4呢


No.PZ2021050703000020 (选择题)

来源:

An investor purchases a nine-year, 7% annual coupon payment bond at a price equal to par value. After the bond is purchased and before the first coupon is received, interest rates increase to 8%. The investor sells the bond after five years. Assume that interest rates remain unchanged at 8% over the five-year holding period. The capital gain/loss per 100 of par value resulting from the sale of the bond at the end of the five-year holding period is closest to a:

您的回答B, 正确答案是: B

Aloss of 8.45.

Bloss of 3.31.

Cgain of 2.75.



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吴昊_品职助教 · 2022年02月07日

嗨,爱思考的PZer你好:


我们现在要计算站在第五年的selling price,任何时间算债券的价格都是未来现金流折现求和。

债券期限总共九年,第五年卖掉债券,未来还剩下四笔现金流,所以N=4

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