NO.PZ2020042003000087
问题如下：
The price of a 30-day T-bill is 99.5, what is
the discount rate?
选项：
A. 6%
2%
3%
4%
解释：
考点：对Risk Management for Changing Interest
Rates: ALM and Duration Techniques- Interest Rate Risk的理解
答案：A
解析：
DR = (100 – Purchase price)/100 × 360/Days to maturity = (100 – 99.5)/100 × 360/30
= 6%
这道题是用360算的，
为什么 No.PZ2020042003000088 这道用365？
