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标题: 有125.350的同学知道这题怎么做吗，必考题 [打印本页]

作者: 搏搏 时间: 2011-11-5 13:03:33 标题: 有125.350的同学知道这题怎么做吗，必考题

1. Acommodity linked bond is issued with an embedded call option. The currentcommodity price is $110, as is the exercise price on the call option. The calloption is priced at $3.41. If the promised payment on the bond is the same asthe issue price of $100, what is the implied coupon if effective interest ratesare 3.0% and the bond has a 1 year maturity?

(a) $0.66

(b) $0.77

(d) $0.99

我有答案，但是不知道怎么算出来的

作者: 飘在天空的鱿鱼 时间: 2011-11-5 21:04:44

答案是什么？

作者: zhujueli 时间: 2011-11-7 21:08:22

= = 这题是必不考题。

作者: 搏搏 时间: 2011-11-8 12:00:02

zhujueli 发表于 2011-11-7 22:08
= = 这题是必不考题。

谁说的，这题必考

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