题目
The following Treasury zero rates are exhibited in the market place:6 months = 1.25%1 year = 2.35%1.5 years = 2.58%2 years = 2.95%Assuming continuous compounding, the price of a 2-year Treasury bond that pays a 6 percent semiannual coupon is closest to:
选项
A.105.20
B.103.42
C.108.66
D.105.90
答案
D
解析
Answer: DThe price is given by:「huixue_img/importSubject/1564170384155217920.png」