Re: [問題] 請問可以問投資學的題目嗎

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者 (liquer)時間16年前 (2009/04/08 00:59), 編輯推噓1(100)
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※ 引述《OTT123 (123)》之銘言: : 大家好 : 請問一下 我可以在這邊請問"投資學的題目嗎" : 如果不行的話,我就刪除這篇文章,抱歉 : 如果可以的話,請大家幫我看看下列三題,謝謝 : ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ : 問題一 : A coupon bond which pays interest of $60 annually, has a par value of $1,000, : matures in 5 years, and is selling today at a $84.52 discount from par value. : The approximate yield on this bond is __________. : a. 6% b. 7% c. 8% d. 9% (1000-84.52)=60a(angle 5)+1000v^5 用BA2 plus insurt N=5; PV=-915.48; FV=1000; PMT=60 CPT 1/Y and you'll get interest rate=8.1238% : 答案是C : 這一題我是不懂何謂” The approximate yield”,我一開始是用YTM算, : 但是算出來就是不對 : ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ : 問題二 : A bond has a par value of $1,000, a time to maturity of 10 years, and : a coupon rate of 8% with interest paid annually. If the current market price : is $750, what is the approximate capital gains yield of this bond? : a. 0.7% b. 1.8% c. 2.5% d. 3.4% : 答案是B : 這一題我是不懂何謂” capital gains yield”,想請各位幫忙我解答一下 : ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ : 問題三 : 64. A bond with a 10% coupon, 10 years to maturity and a market price : of 95 has a yield to maturity of __________. : a. over 14% : b. between 13% and 14% : c. between 12% and 13% : d. less than 12% : 答案是D : 這一題我完全沒有頭緒,想請各位幫忙我解答一下 : ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 66.108.251.138

04/08 09:08, , 1F
謝謝大家的解答(已經收到兩封回信了)由衷感激
04/08 09:08, 1F
文章代碼(AID): #19suQ9aZ (CFAiafeFSA)
文章代碼(AID): #19suQ9aZ (CFAiafeFSA)