问题 单项选择题

The forward contract price of a coupon-bearing bond is typically quoted as:()

A. the bond dollar-price plus accrued interest as of the settlement date. 

B. a discount to the face value. 

C. a yield to maturity at the settlement date.

答案

参考答案:C

解析:

The contract price for a coupon-bearing bond is typically quoted as its yield to maturity. The accrued interest is (customarily) added to the price on a deliverable contract, but not included in the stated price quote.

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