李同學(xué)
2019-03-23 16:23問(wèn)個(gè)問(wèn)題,這個(gè)題目應(yīng)該怎么解答?the dollar discount on a US Treasury bill with 90 days until maturity is $4200, the face value of the bill is $200000. the bank discount yield of the bill is clset to?
所屬:CFA Level II > Quantitative Methods 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Peter F助教
2019-03-26 17:02
該回答已被題主采納
同學(xué),你好:這是考核 r Bank Discount 的計(jì)算,公式是 [( FV-PV ) / FV ] * ( 360 / t ) = [ 200000 - ( 200000 - 4200 )/ 200000] / (360 / 90)=0.084。
