→ 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
→ 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
→ mango1231:第一題已經解出.. 10/31 23:21
推 amingirl:第二題也出來了.. 11/01 09:27
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