趙同學(xué)
2023-10-05 17:51第二題,為什么是t3和t4時(shí)刻呢?它不是說1 year和2-year嗎?
所屬:CFA Level II > Fixed Income 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
Danyi助教
2023-10-07 15:41
該回答已被題主采納
同學(xué)你好,
題干前面還有半句話:He expects hold the bond for two years, and at that time 1 year and 2-year spot interest rates are equal to 8.40% and 10.25% respectively. 意思是假設(shè)持有兩年后,那時(shí)候的1 year and 2-year。
那么站在零時(shí)刻,就是t3和t4時(shí)刻的意思
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追問
是這意思?怎么看出來持有了兩年了?expect不是預(yù)期嗎
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追答
上面題干給你復(fù)制了,寫了He expects hold the bond for two years, 就是他預(yù)計(jì)持有該債券兩年,然后預(yù)計(jì)持有兩年后at that time的1 year and 2-year
