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CFAI Aftermoon Mock 2012 Question 44
For discount factors that are over 360 days, what is the proper formula?
Example: Libor is .0411 540 days
Answer says discount rate is .9419
I usually calculate 1 / 1 + .0411 x (540/720). What am i doing wrong? |
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发表于 2013-4-22 07:02
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