问题 单项选择题

An analyst does research about yield to maturity and gathers the following information about a corporate bond paying interest semiannually:

Par value $1000
Maturity 10 years
Coupon rate 6%
If the bond is currently selling for $980 and expected inflation is 5%, the bond's yield to maturity is closest to:()

A. 3.14%

B. 6.28%

C. 6.47%

答案

参考答案:B

解析:

FV=1000,PMT=6%×1000/2=30,PV=-980,N=10×2=20。

算出I/Y=3.14%,到期收益率(yield to maturity)=2×3.14%=6.28%。

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