[单选题]

Using the following information about spot rates, what is the price of a three-year bond with annual coupon payments of 5 percent? One-year rate: 4.78% Two-year rate: 5.56% Three-year rate: 5.98%

A.$97.47

B.$96.33

C.$98.87

参考答案与解析:

相关试题

An analyst gathered the following information about spot rates and a coupon bond (all rates are annu

[单选题]An analyst gathered the following information about spot rates and a coupon

  • 查看答案
  • An analyst collects the following information regarding spot rates of interest:<br />·1-year r

    [单选题]An analyst collects the following information regarding spot rates of inter

  • 查看答案
  • Using the following US Treasury forward rates, the value of 2?-year $100 par value Treasury bond wit

    [单选题]Using the following US Treasury forward rates, the value of 2?-year $100 pa

  • 查看答案
  • Using the following US Treasury spot rates, the arbitrage-free value of a two-year $100 par value Tr

    [单选题]Using the following US Treasury spot rates, the arbitrage-free value of a t

  • 查看答案
  • Using the following US Treasury/forward rates the value of a 21/2year $/00 par value Treasury/bond w

    [单选题]Using the following US Treasury/forward rates the value of a 21/2year $/00

  • 查看答案
  • A company entered into a three-year construction project with a total contract price of $10.6 millio

    [单选题]A company entered into a three-year construction project with a total contr

  • 查看答案
  • A company entered into a three-year construction project with a total contract price (all figures in

    [单选题]A company entered into a three-year construction project with a total contr

  • 查看答案
  • An analyst collects the following spot rates, stated as annual BEYs:<br />·6-month spot rate =

    [单选题]An analyst collects the following spot rates, stated as annual BEYs:·6-mont

  • 查看答案
  • An analyst does research about common stock valuation and gathered the following annual information

    [单选题]An analyst does research about common stock valuation and gathered the foll

  • 查看答案
  • An analyst gathered the following information about the performance of three categories of mutual fu

    [单选题]An analyst gathered the following information about the performance of thre

  • 查看答案
  • Using the following information about spot rates, what is the price of a three-year bond with annual