• 2022-06-19 问题

    A3-year bond offers a 10% coupon rate with interest paid annually. Assuming the following sequence of spot rates, the price of the bond is closest to: Time Spot Rates 1yesr 8.0% 2yesr 9.0% 3yesr 9.5% A: 96.98. B: 101.46. C: 102.95.

    A3-year bond offers a 10% coupon rate with interest paid annually. Assuming the following sequence of spot rates, the price of the bond is closest to: Time Spot Rates 1yesr 8.0% 2yesr 9.0% 3yesr 9.5% A: 96.98. B: 101.46. C: 102.95.

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