开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

ziyingchen10 · 2020年10月27日

问一道题：NO.PZ2017092702000005

  1. CFA I
  2. Quantitative

问题如下：

A client requires £100,000 one year from now. If the stated annual rate is 2.50% compounded weekly, the deposit needed today is closest to:

选项：

A.

£97,500.

B.

£97,532.

C.

£97,561.

解释：

B is correct

because £97,531 represents the present value (PV) of £100,000 received one year from today when today’s deposit earns a stated annual rate of 2.50% and interest compounds weekly, as shown in the following equation (where FV is future value):

PV = FVN(1 + rs /m)mN PV = £100,00(1 +0.025/52 )-52 PV = £97,531.58.

  1. 为什么用52次方

我的做法： 100,000=PV*(1+2.5%/48)^48

PV=9,7531.62

  1. 2.如果用计算机，应该I/Y=？
添加评论
1 个答案

星星_品职助教 · 2020年10月27日

同学你好，

1. 对于weekly计息的计算，默认为一年有52周，并没有默认为48周的情况。

2. 这种题不需要代公式手算，正常就是计算器计算。I/Y直接输入2.5/52=0.0481即可。但注意既然I/Y采用了周利息，那么N就需要等于52。即N=52，FV=100,000，PMT=0，I/Y=-0.0481.CPTPV=-97531.577，选择B选项。

注意计算器算和手算是不同的思路，前者直接设置一周为一期（推荐），后者按照答案解析的算法是先算EAR（不建议，慢）。

  • 1

    回答

  • 0

    关注

  • 387

    浏览
相关问题

NO.PZ2017092702000005 问题如下 A client requires £100,000 one yefrom now. If the stateannurate is 2.50% compounweekly, the posit neetoy is closest to: A.£97,500. B.£97,532. C.£97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value):PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 我用的计算器第三排按出来的，是对的吗？答案解析里怎么用的EAR公式？

2023-09-10 05:46 2 · 回答

NO.PZ2017092702000005问题如下A client requires £100,000 one yefrom now. If the stateannurate is 2.50% compounweekly, the posit neetoy is closest to:A.£97,500.B.£97,532.C.£97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value):PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 为什么乘以N解析没看懂

2023-06-24 17:43 2 · 回答

NO.PZ2017092702000005问题如下A client requires £100,000 one yefrom now. If the stateannurate is 2.50% compounweekly, the posit neetoy is closest to:A.£97,500.B.£97,532.C.£97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value):PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 老师请问，这道题用现金流计算行吗？N52 IY2.5%/52 FV100000 PMT 0 CPT PV，算出来不对

2022-08-28 12:59 2 · 回答

NO.PZ2017092702000005 £97,532. £97,561. B is correbecause £97,531 represents the present value (PV) of £100,000 receiveone yefrom toy when toy’s posit earns a stateannurate of 2.50% aninterest compoun weekly, shown in the following equation (where FV is future value): PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58. 发现数量里的题，都不考虑coupon吗？但在固收的题里，却要都考虑coupon，这是为啥？ 另外货币市场1年期债券，只要题中没提到scount rate，就是算折现，而不是打折，对吗？

2022-03-15 22:23 1 · 回答

NO.PZ2017092702000005  PV = £100,000(1 +0.025/52 )-52为什么是负52次方

2022-02-20 21:43 1 · 回答