The U.S. Treasury spot rates are listed as follows

财务会计 已帮助: 时间:2024-11-17 17:30:25

The U.S. Treasury spot rates are listed as follows. The arbitrage-free value of a 2-year Treasury, $100 par value bond with a 6% coupon rate is closet to:

A. $107.03.
B. $105.25.
C. $99.75.

难度:⭐⭐⭐

题库:财会类考试,特许金融分析师(C,CFA一级

标签:arbitrage,follows,as

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