作者yaevna (yaevna)
看板Grad-ProbAsk
标题[商管] [财管]-高第一92-风管所
时间Tue Dec 8 14:27:41 2009
A 3-year. Zero coupon Treasury bond sells at a price of $816.2979.
A 2-year, zero coupon Treasury bond sells at a price of $881.6593.
Assuming the expectations theory is correct, what does the market believe the
price of 1-year, zero coupon bonds will be in three year?
这题有点不太懂，
希望有高手解答，感谢~~
--
◣
◢ ◣
◢ ◣
◢ ? ◣
◢ ………… ◣
◢ ◣
◢ ╯╰ ◣
◢
◢──◣
◢──◣
◢──◣
◢──◣ ◢──◣
◢──◣
╮╭ ◢──◣
◥ ◤
◥ ◤
◥ ◤
◥ ◤ ◥////◤
◥ ◤
◥ ◤
～
～ ﹀
\ ＜
\ /
/
督噜督 ＜
＞
﹀﹀
╯│ │ V
V
大大大！ ▼ ┴─┴
/＜ ＜\ ∥ ∥
ψQSWEET ＜ ＞ ＞＞ ∥
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 220.228.251.160
1F：推 hchs31705:投资三年期所得 = 买两年期+预期第三年的一年期所得 12/08 14:54