189****6616
2023-01-19 11:24這個(gè)題目沒有講解
所屬：FRM Part I > Valuation and Risk Models 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Lucia助教
2023-01-19 11:33
該回答已被題主采納
同學(xué)你好
算yield
Step 1: compute value of the coupon payments: N = 30; I/Y = 8; PV = 0; PMT = $1,800,000(20 million × 0.09); CPT FV = $203,909,780
Step 2: total future value = $20000000(principle) + $203,909,780(value of the coupon payments) = $223,909,780
Step 3: annual yield: N = 30; PV = -$20,000,000; FV = $223,909,780;PMT=0; CPT I/Y = 8.385%
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