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请教 2009 Level 1 Sample exam Quants 问题: BEY 和 EAY 的转换
Q: the BEY for a semi-annual pay bond is most likely:
A: equal to the EAY
B: more than the effective EAY
C: equal to double the semi annual yield to maturity
我选了A
如果 semi annual pay, BEY = (1+YTM)平方 - 1 不就是A吗?
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发表于 2009-6-2 12:22
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