梁同學(xué)
2019-02-15 17:18Given the following spot and forward rates: Current 1-year spot rate is 5.4%. One-year forward rate one year from today is 7.52%. One-year forward rare two years from today is 12.56%. One-year forward rate three years from today is 13.3%. The value of a 4-year, 10% annual-pay, $1,000 par value bond is closest to: A $996. B $1022.62. C $1,086. 這里的S4不是應(yīng)該用1.054*1.0752*1.1256*1.133=1.4453 1.4453開四次方根-1=0.964 金融計算機(jī)I/Y=9.64 pmt=100 fv=1000 n=4算出pv=1011.5啊選項里沒有是怎么回事呢是題目錯了還是年金計算的收息日問題（年初或年尾）
所屬：CFA Level I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Sherry Xie助教
2019-02-15 17:55
該回答已被題主采納
同學(xué)你好，你要按照答案步驟一步步算，這一題不能用計算器算，I/Y是YTM，不能用spot rate
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