题目
Assume the prices are for settlement on June 1, 2005, today’s date. Assume semiannual coupon payments:
「huixue_img/importSubject/1564170384318795776.png」
The discount factor associated with the bonds maturing in December 2005 and June 2006, are closest to:
选项
A.0.9696/0.9858
B.0.9858/0.9546
C.0.9546/0.9696
D.0.9778/0.9696
答案
B
解析
「huixue_img/importSubject/1564170384390098944.png」