求助Fixed income原版书58第35题 interest, selling, current, exactly, percent

leadcfa

A $1,000 par value, seminnual coupon bond with exactly two years to maturity and a coupon rate of 10 percent is selling for 976.45. Given the current U.S. Treasury spot rates given below and ignoring accured interest and transactions costs, the zero-volatility spread (static spread) for this bond is closet to:
Maturity                 Spot Rate (%)
Six months             6.00
Twelve months        7.50
Eighteen months     9.00
Twenty-four monts  10.00


答案是5/(1+(0.06+0.015)/2)+5/(1+(0.075+0.015)/2)^2+5/(1+(0.09+10.15)/2)^3+5/(1+(0.1+0.015)/2)^4

coupon不应该是50吗？为啥是5啊？

求助老师！

sy8111

是不是确实印错了？你看看有没有原版书的errata