问题
单项选择题
An invest or plans to purchase a security and gathers the following information about the security:
Face value | ¥10000000 |
Maturity | 10months |
Stated annual rate | 4% |
Frequency of compounding | continuously |
A. ¥9531338
B. ¥9607894
C. ¥9672161
答案
参考答案:C
解析:
属连续复利的计算。设该证券的现值为X,X(e0.04×10/12)=¥10000000,X=¥9672161。