问题 单项选择题

A zero-coupon bond issued 3 years ago with a par value of $1000 has 7 years remaining to maturity. If the annual rate associated with the bond is 8 percent, the value of the bond is closest to:

A. $577
B. $583
C. $790

答案

参考答案:A

解析: N=7×2=14,FV=$1000,I/Y=8/2=4,PMT=0,通过计算可得:PV=-$577。注意,零息债券是半年付息一次。

判断题
单项选择题