[討論] 求救啊..算不出來啦...聰明的你快來!

看板License (證照考試)作者 (是誰殺了Mr.FRM?)時間18年前 (2006/10/31 14:21), 編輯推噓1(103)
留言4則, 3人參與, 最新討論串1/1
我有二題不會的.可以麻煩大家幫我解嗎.... 1. A bond protfolio manager invests 20 million is a bond insued at par that matures in 30 years, and that promises to pay an annual inerest rate of 9 percent. The interest is paid once per year, and the payments are reinvested at an annual interest rate of 8 percent. The first payment if one year from today. What is the annual yield on this investment ? 答案是:8.385% 2. A portfolio consists of two positions: one position is long 100m of a 2-year bond priced at 101 with a duration of 1.7; the other position is short 50million of a 5-year bond priced at 99 with a duration of 4.1. What is the duration of the protfolio ? 答案是:-0.61 我比較笨..希望大家幫我解一下.謝謝.... -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 218.187.214.210

10/31 17:07, , 1F
英文出題 CFA版可能比較遇到有經驗的 在"學術"裡面
10/31 17:07, 1F

10/31 17:51, , 2F
在那也PO了啊.不過沒人鳥我..好像那裡只有嘴泡沒有高手
10/31 17:51, 2F

10/31 23:21, , 3F
第一題已經解出..
10/31 23:21, 3F

11/01 09:27, , 4F
第二題也出來了..
11/01 09:27, 4F
文章代碼(AID): #15Hkj_mj (License)
文章代碼(AID): #15Hkj_mj (License)