有125.350的同学知道这题怎么做吗，必考题

搏搏

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

(c)   $0.88

(d)   $0.99

我有答案，但是不知道怎么算出来的

飘在天空的鱿鱼

答案是什么？

zhujueli

= = 这题是必不考题。

搏搏

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

谁说的，这题必考