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李同学2019-03-09 20:30:38

11.单选题 收藏 标记 纠错 Consider a floating rate issue that has a coupon rate that is reset on January 1 of each year. The coupon rate is defined as one-year London Interbank Offered Rate (LIBOR) + 125 basis points and the coupons are paid semi-annually. If the one-year LIBOR is 6.5% on January 1, which of the following is the semi-annual coupon payment received by the holder of the issue in that year: A 3.875%. B 3.250%. C 7.750%. 查看解析 上一题 下一题 正确答案A 您的答案A本题平均正确率:70% Coupon payment structures难度:一般 推荐:      答案解析 This value is computed as follows: Semi-annual coupon = (LIBOR + 125 basis points) / 2 = 3.875% 问:解析被删,求详细解释?

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Sherry Xie2019-03-11 14:30:21

同学你好,看一下这句话很关键:The coupon rate is defined as one-year London Interbank Offered Rate (LIBOR) + 125 basis points and the coupons are paid semi-annually. 
那么可以获得两个条件:一个是CR的计算方法,二是按半年计息。
已知Libor是6.5%,直接计算如答案即可。 

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