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- 2009-3-2
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- 2010-3-22
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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
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
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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发表于 2010-3-20 17:24
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