题目
Calculate the Macaulay Duration of a two-year bond paying an annual coupon of 6% with yield to maturity of 8%. Assume par value of the bond to be $1,000.
选项
A.2.00 years
B.1.94 years
C.1.87 years
D.1.76 years
答案
B
解析
「huixue_img/importSubject/1564170385388343296.png」Answer: B Year CF PV ω ωT 1 60 55.56 5.76% 0.06 2 1060 908.78 94.24% 1.88 Total 964.34 1.94 计算过程参照