投资学关于债券的计算求过程,带圈的三道题。
8.赎回收益率=(100*5%+105)/100-1=10%
注:赎回价格就是发行债券的公司要把债券提前赎回时要向投资者所支付的价格,这道题并没有说明这个赎回价格是包含了当年应该支付利息,所以这利息是要另外计算的。
10.内在价值=(1000*8%/2)/(1+10%/2)+(1000*8%/2)/(1+10%/2)^2+(1000*8%/2)/(1+10%/2)^3+(1000*8%/2)/(1+10%/2)^4+(1000*8%/2)/(1+10%/2)^5+(1000*8%/2)/(1+10%/2)^6+(1000*8%/2)/(1+10%/2)^7+(1000*8%/2)/(1+10%/2)^8+(1000*8%/2)/(1+10%/2)^9+(1000+1000*8%/2)/(1+10%/2)^10=922.78元
12.债券理论价格=100*(1+5*10%)/(1+8%)^5=102.09元
注:赎回价格就是发行债券的公司要把债券提前赎回时要向投资者所支付的价格,这道题并没有说明这个赎回价格是包含了当年应该支付利息,所以这利息是要另外计算的。
10.内在价值=(1000*8%/2)/(1+10%/2)+(1000*8%/2)/(1+10%/2)^2+(1000*8%/2)/(1+10%/2)^3+(1000*8%/2)/(1+10%/2)^4+(1000*8%/2)/(1+10%/2)^5+(1000*8%/2)/(1+10%/2)^6+(1000*8%/2)/(1+10%/2)^7+(1000*8%/2)/(1+10%/2)^8+(1000*8%/2)/(1+10%/2)^9+(1000+1000*8%/2)/(1+10%/2)^10=922.78元
12.债券理论价格=100*(1+5*10%)/(1+8%)^5=102.09元
1 个回答知言财经问答专题活动
投资学关于债券的计算求过程,带圈的三道题。类似问题
- 债券交易和债券逆回购的涨跌幅及有效竞价范围? 12次阅读
- 爱尔兰可以申请专升硕课程吗? 20次阅读
- 可转换公司的债券参与集合竞价吗? 13次阅读
- 股票对债券有影响吗? 12次阅读
- 股票对债券有什么影响 9次阅读
- 债券到期收益率 9次阅读