题目
The price of a $1,000 par value Treasury bond (T-Bond) with a 3% coupon that matures in 1.5 years is closest to:「huixue_img/importSubject/1564170383932919808.png」
选项
A.$1,010.02
B.$1,011.85
C.$1,013.68
D.$1,015.51
答案
B
解析
15 × 0.992556 + 15 × 0.982240 + 1015 × 0.967713 = 1,011.8515 × 0.992556 ＋15 × 0.982240 1015 × 0.967713 = 1,011.85