题目
A portfolio manager is considering the purchase of a bond with a 5.5% coupon rate that pays interest annually and matures in three years. If the required rate of return on the bond is 5%, the price of the bond per 100 of par value is closest to:
选项
A.98.65.
B.101.36.
C.106.43.
答案
B
解析
： B is correct. The bond price is closest to 101.36. The price is determined in the following manner: N=3, I/Y=5, PMT=5.5, FV=100 CPT (PV)=101.36 ： B是正确的。债券价格接近101.36。价格按下列方式确定： N=3, I/Y=5, PMT=5.5, FV=100 CPT (PV)=101.36