作者mango1231 (是誰殺了Mr.FRM？)
看板License
標題[討論] 求救啊..算不出來啦...聰明的你快來!
時間Tue Oct 31 14:28:39 2006
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....
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1F：→ andynice: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
2F：→ mango1231: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
3F：→ mango1231:第一題已經解出.. 10/31 23:21
4F：推 amingirl:第二題也出來了.. 11/01 09:27