题目
A 3-year bond offers a 10% coupon rate with interest paid annually. Assuming the following sequence of spot rates, the price of the bond is closest to:「huixue_img/importSubject/1564548169268858880.png」
选项
A.96.98.
B.101.46.
C.102.95.
答案
B
解析
B is correct. The bond price is closest to 101.46.「huixue_img/importSubject/1564548169340162048.png」