[求助][原创] CFA实战习题，求大虾帮忙

原创, equity, interest, amount, dealer

如题，这几道题目大虾们看怎么解答？

1. A US Treasury bond is priced on a dealer’s screen at 102-08 (in 32nds) and accrued interest is 2.25% (decimal). What is the settlement amount for a $5 million trade?
A

4,991,500
B

5,000,000
C

5,216,500
D

5,225,000

2. Date: 9 September 1999

S&

500 Index = 1,347.66
Dividend yield on S&

Index = 1.05%
Yield on long (30 years) US Treasury bond = 6.22%

Assuming an equity risk premium of 2.00% for the US market, what is the September 2000 S&

Index level implied in the current yield gap?

A:1,400.00
B:1,444.29
C:1,251.03
D:None of these

3. 9. An 8.5% coupon Eurobond (annual, 30/360) issued on 15 January 1999 and maturing on 15 January 2004 is quoted at a price of 90 for settlement on 17 March 1999. Its yield to maturity is:

A:11.28%
B:11.23%
C:11.13%
D:8.55%

huangjinjim

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发表于 2010-3-20 11:07 | 只看该作者

如题，这几道题目大虾们看怎么解答？ 1. A US Treasury bond is priced on a dealer’s screen at 102-08 (in 32nds) and accrued interest is 2.25% (decimal). What is the settlement amount for a $5 million trade? A

4,991,500 B

5,000,000 C

5,216,500 D

5,225,000

2. Date: 9 September 1999 S&

500 Index = 1,347.66 Dividend yield on S&

Index = 1.05% Yield on long (30 years) US Treasury bond = 6.22% Assuming an equity risk premium of 2.00% for the US market, what is the September 2000 S&

Index level implied in the current yield gap? A:1,400.00 B:1,444.29 C:1,251.03 D:None of these

3. 9. An 8.5% coupon Eurobond (annual, 30/360) issued on 15 January 1999 and maturing on 15 January 2004 is quoted at a price of 90 for settlement on 17 March 1999. Its yield to maturity is: A:11.28% B:11.23% C:11.13% D:8.55%

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