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Which of the following is a discount market rate to be made for a single payment in the future? A Spot rate. B Forward rate. C Simple yield. 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:86% Valuation with spot rates难度:一般 推荐: 答案解析 A spot rate is a discount rate for a single future payment. Simple yield is a measure of a bond's yield that accounts for coupon interest and assumes straight-line amortization of a discount or premium. A forward rate is an interest rate for a future period, such as a 3-month rate six months from today. 问:1.图中紫色部分的英文怎么翻译,究竟是3月到6月这块的利率代表forward rate吗?2.远期利率也是后一笔现金流折到前一个时间点啊,所以也是single 单一的payment啊,A为啥错?请逐次回答 谢谢
03.单选题 已收藏 标记 纠错 Current spot rates are as follows: 1-Year: 6.5% 2-Year: 7.0% 3-Year: 9.2% Which of the following is CORRECT : A For a 3-year annual pay coupon bond, all cash flows can be discounted at 9.2% to find the bond's arbitrage-free value. B The yield to maturity for 3-year annual pay coupon bond can be found by taking the geometric average of the 3 spot rates. C For a 3-year annual pay coupon bond, the first coupon can be discounted at 6.5%, the second coupon can be discounted at 7.0%, and the third coupon plus maturity value can be discounted at 9.2% to find the bond's arbitrage-free value. 查看解析 上一题 下一题 正确答案C 您的答案B本题平均正确率:88% Valuation with spot rates难度:一般 推荐: 答案解析 Spot interest rates can be used to price coupon bonds by taking each individual cash flow and discounting it at the appropriate spot rate for that year’s payment. Note that the yield to maturity is the bond’s internal rate of return that eq 问:(1+SP1)(1+SP2)(1+SP3)=(1+YTM)³,这里存在这样的关系吗,如果存在,B感觉是对的啊?
查看试题 已回答老师你好,关于Growth rate有个问题 real growth rate是通过C-D算出来的 ,之后通过得出的该结果代入H model 作为长期grow rate,但是这样的话不就漏算了inflation rate了吗?
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