固定收益证券的复习计算题.docxVIP

Fixed-i ncome treasury Ppt3 1、公式： /+iri )(1+*“ Practice Question 3.1 Suppose curre ntly, 1-year spot rate is 1% and marketexpects that 1-year spot rate n ext year would be 2%and 1-year spot rate in 2 years would be 3%. Compute today s 2-year spot rate and 3-year spot rate.(已做答案) 2、 Curre nt Y ield 宀 ■ -, ■ - Ainm(Tonpon Interest Cinrent ield ~ Plice Compute the curre nt yield for a 7% 8-year bond whose price is$94.17. How about the current yield if price is $100, $106,respectively? 3 Case 3.1 Con sider a 7% 8-year bond pay ing coup on semia nnu ally which is sold for $94.17. The prese nt