推 hchs31705:投資三年期所得 = 買兩年期+預期第三年的一年期所得 12/08 14:54
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?
這題有點不太懂,
希望有高手解答,感謝~~
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