Using the U.S. Treasury forward provided in the fo

财务会计 已帮助: 时间:2024-11-17 19:13:21

Using the U.S. Treasury forward provided in the following table, the value of a 2 year, 100 par value Treasury bond with a 4% coupon rate is closes to:

A. $104.20
B. $100
C. $98.74

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题库:财会类考试,特许金融分析师(C,CFA一级

标签:table,following,value

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2024-11-17 19:13:21

Ans:A
According to the definition of the forward rate, the value of the bond==$104.20

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