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- 2011-7-11
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- 2016-4-18
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Guys, can you help me with this question
Given:
6 - month T - bill with 4.25% YTM
1 year corporate bond with 4.55% YTM and 4.75% semi - annual coupon
What would be the 1 - year spot rate, using the par yield curve and the given information
a) 4.75%
b) 4.756%
c) 4.5%
d) 4.513%
Source Allen CFA QBank |
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发表于 2011-7-11 19:27
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