Re: [問題] EA-1 Segment A, Joint Board for Enro …

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者 (荒謬的牆)時間18年前 (2007/10/28 14:53), 編輯推噓1(100)
留言1則, 1人參與, 最新討論串1/1
我的答案是$75.87311 @ 2000 1/1 cost of perp. =1100 = 100/i*(1+i) i=10% @ 2014 1/1 after 1st pmt so the remaining value = 1100-100=1000 accumulate to 2018 1/1 1000*(1+0.5i)^4 = 1215.506 @ 2018 1/1 the value of ann. due = pmt * [1-(1+j)^(-20)]/j * (1+j) where 1+j= (1+0.5i)^0.5 j=2.46951% set 1215.506 = pmt * [(1+j)^(-20)]/j * (1+j) so I get pmt = $75.87311 cheers ^_^ ※ 引述《SourLime ()》之銘言: : 這題我一直算答案都不對耶~ : Purchase date of a perpetuity-due: 1/1/2000 : Level payment amount: $100 : Frequency of payments: Annual. : Cost of perpetuity: $1,100. : Interest rate for perpetuity: i%, compounded annually. : Immediately following the payment on 1/1/2014, the remaining future payments : are sold at a yield rate of i%. The proceeds are used to purchase an annuity : certain as follows: : Term of annuity: 10 years : First payment of annuity: 1/1/2018. : Frequency of annuity payments: Semi-annual on January 1 and July 1. : Interest rate for annuity: 1/2 i% compounded annually. : In What range is the semi-annual annuity payment? : Ans: $75but less than $77. : 請大家教一下吧?! -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 64.180.255.201 ※ 編輯: somber 來自: 64.180.255.201 (10/28 14:55)

10/29 07:38, , 1F
謝謝~原來我少看了after the payment on 1/1/2004
10/29 07:38, 1F
文章代碼(AID): #17937paj (CFAiafeFSA)
文章代碼(AID): #17937paj (CFAiafeFSA)