eyiqiong 当前离线
CFA New Member
请问HPY的是不是=(P1+D1)/P0-1? P1是不是指在time1的price?那P0是不是指time0的price?D1是指在time1的dividend吗?
如果是这样的话 Consider a $100,000 treasury bill with 120 days to maturity. Assume the bill sells for $99,000. HPY = [(100,000 - 99,000 + 0)] / 99,000 = 1.01% 对不对呢?
谢谢!
ditto025 当前离线
CFA Candidates
这个解答是对的
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