题目
A company has issued a floating-rate note with a coupon rate equal to the three-month Libor + 65 basis points. Interest payments are made quarterly on 31 March, 30 June, 30 September, and 31 December. On 31 March and 30 June, the three-month Libor is 1.55% and 1.35%, respectively. The coupon rate for the interest payment made on 30 June is:
选项
A.2.00%.
B.2.10%.
C.2.20%.
答案
C
解析
： C is correct. The coupon rate that applies to the interest payment due on 30 June is based on the three-month Libor rate prevailing on 31 March. Thus, the coupon rate is 1.55% ＋ 0.65% = 2.20%. ： C是正确的。适用于6月30日到期利息支付的息票利率以3月31日的三个月伦敦银行同业拆借利率为基础。因此，票面利率为1.55%＋0.65%=2.20%。