You own a $1,000-par zero-coupon bond that has 5 years of re

问题描述:

You own a $1,000-par zero-coupon bond that has 5 years of remaining maturity.You plan on selling the bond in one year,and believe that the required yield next year will have the following probability distribution:
Probability Required Yield
0.1 6.60%
0.2 6.75%
0.4 7.00%
0.2 7.20%
0.1 7.45%
a.What is your expected price when you sell the bond?
b.What is the standard deviation?
1个回答 分类:英语 2014-11-26

问题解答:

我来补答
E(p)=0.1 * 6.60% +0.2 * 6.75% +0.4 * 7.00% +0.2 * 7.20% +0.1 * 7.45%
标准离差率是有公式的具体你找下吧也不难算
你用的是国外数学教材?英语教材不会出这样题目的
 
 
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