试题与答案

The relevant 1-year,2-year, and 3-year spo

题型:单项选择题

题目:

The relevant 1-year,2-year, and 3-year spot rates are 3.25% ,3.35%, and 3.65%. A 3-year annual-pay bond with a 7% coupon rate and a $10000 face value is priced at $10850. What is the amount of potential arbitrage profit available from the mis-pricing of this bond

A.

A. $ 206.

B.

B. $ 86.

C.

C. $ 92.

答案:

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