某面值为100元的3年期国债,票面利息为3.85%(每年支付一次),市场无风险利

最全题库2022-08-02  20

问题 某面值为100元的3年期国债,票面利息为3.85%(每年支付一次),市场无风险利率为3.82%,该债券当前成交价位96,则该债券的到期收益率y可以表述为(    )。A.96=3.82/(1+3.85%)+3.82/(1+3.85%)^2+3.82/(1+3.85%)^3+100/(1+3.85%)^3B.100=3.82/(1+3.85%)+3.82/(1+3.85%)^2+3.82/(1+3.85%)^3+100/(1+3.85%)^3C.96=3.85/(1+3.82%)+3.85/(1+3.82%)^2+3.85/(1+3.82%)^3+100/(1+3.82%)^3D.100=3.85/(1+3.82%)+3.85/(1+3.82%)^2+3.85/(1+3.82%)^3+100/(1+3.82%)^3

选项 A.96=3.82/(1+3.85%)+3.82/(1+3.85%)^2+3.82/(1+3.85%)^3+100/(1+3.85%)^3
B.100=3.82/(1+3.85%)+3.82/(1+3.85%)^2+3.82/(1+3.85%)^3+100/(1+3.85%)^3
C.96=3.85/(1+3.82%)+3.85/(1+3.82%)^2+3.85/(1+3.82%)^3+100/(1+3.82%)^3
D.100=3.85/(1+3.82%)+3.85/(1+3.82%)^2+3.85/(1+3.82%)^3+100/(1+3.82%)^3

答案 C

解析 96=3.85/(1+3.82%)+3.85/(1+3.82%)^2+3.85/(1+3.82%)A3+100/(1+3.82%)^3
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