东财在线23年5月债券定价方法-东财在线-无忧答案网

黄老师 发表于 2023-5-6 08:57:16

东财在线23年5月债券定价方法

债券定价方法
1.[单选题]某债券的面值为100元，年票息率为4%，期限为5年，到期赎回值为110元。如果年收益率为3%，不考虑任何税负，那么该债券的价格为（）元。
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A.113.21
B.114.21
C.115.21
D.116.21
答:——A——
2.[单选题]<span style="font-family: 宋体; font-size: 10pt; mso-ascii-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">在<span lang="EN-US" style="font-family: 'Times New Roman','serif'; font-size: 10pt; mso-font-kerning: 1.0pt; mso-fareast-font-family: 宋体; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">Makeham<span style="font-family: 宋体; font-size: 10pt; mso-ascii-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">公式<span lang="EN-US" style="font-family: 'Times New Roman','serif'; font-size: 10pt; mso-font-kerning: 1.0pt; mso-fareast-font-family: 宋体; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA"><v:shapetype id="_x0000_t75" stroked="f" filled="f" path="m@4@5l@4@11@9@11@9@5xe" o:preferrelative="t" o:spt="75" coordsize="21600,21600"> <v:stroke joinstyle="miter"></v:stroke><v:formulas><v:f eqn="if lineDrawn pixelLineWidth 0"></v:f><v:f eqn="sum @0 1 0"></v:f><v:f eqn="sum 0 0 @1"></v:f><v:f eqn="prod @2 1 2"></v:f><v:f eqn="prod @3 21600 pixelWidth"></v:f><v:f eqn="prod @3 21600 pixelHeight"></v:f><v:f eqn="sum @0 0 1"></v:f><v:f eqn="prod @6 1 2"></v:f><v:f eqn="prod @7 21600 pixelWidth"></v:f><v:f eqn="sum @8 21600 0"></v:f><v:f eqn="prod @7 21600 pixelHeight"></v:f><v:f eqn="sum @10 21600 0"></v:f></v:formulas><v:path o:connecttype="rect" gradientshapeok="t" o:extrusionok="f"></v:path><o:lock aspectratio="t" v:ext="edit"></o:lock></v:shapetype><span style="font-family: 宋体; font-size: 10pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA"><img width="115" height="34" alt="" src="https://classroom.edufe.com.cn/TKGL/userfiles/image/QQ截图20140905162613.png" />中，<span lang="EN-US" style="font-family: 'Times New Roman','serif'; font-size: 10pt; mso-font-kerning: 1.0pt; mso-fareast-font-family: 宋体; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">K<span lang="EN-US" style="font-family: 'Times New Roman','serif'; font-size: 10pt; mso-font-kerning: 1.0pt; mso-fareast-font-family: 宋体; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">=<span style="font-family: 宋体; font-size: 10pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">（<span lang="EN-US" style="font-family: 'Times New Roman','serif'; font-size: 10pt; mso-font-kerning: 1.0pt; mso-fareast-font-family: 宋体; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA"> <span style="font-family: 宋体; font-size: 10pt; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'; mso-font-kerning: 1.0pt; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">）。
A.C(1+i)-n
B.C(1+i)n
C.Fr/i
D. Fr(1+i)
答:——A——
3.[单选题]某债券的面值为100元，年票息率为4%，期限为5年，到期赎回值为110元。如果年收益率为5%，所得税率为20%且无其它税负，那么该债券的价格为（）元。
A.107.28
B.108.28
C.109.28
D.110.28
答:——C——
4.[单选题]某债券的面值为100元，年票息率为4%，期限为5年，到期赎回值为110元。如果年收益率为5%，不考虑任何税负，那么该债券的价格为（）元。
A.113.51
B.103.51
C.117.51
D.119.51
答:————
5.[判断题]<span style="font-family: 宋体; font-size: 10pt; mso-ascii-font-family: Calibri; mso-font-kerning: 1.0pt; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">债券账面值的递推公式为：<img src="//exercises.edufe.com.cn/TKGL/uedit/jsp/upload/image/20201230/1609309747690060479.png" title="1609309747690060479.png" alt="image.png"/><span style="font-family: 'Calibri','sans-serif'; font-size: 10pt; mso-hansi-font-family: 宋体; mso-font-kerning: 1.0pt; mso-fareast-font-family: 宋体; mso-bidi-font-family: 'Times New Roman'; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA">
A.1
答:————
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东财在线23年5月债券定价方法