题目:
Assume that an option-free 5 percent coupon bond with annual coupon payments has two years to maturity. A callable bond that is the same in every respect as the option-free bond is priced at 91.76. With the term structure flat at 6 percent, what is the value of the embedded call option()
A. -8.24.
B. 4.58.
C. 6.41.
答案:
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下面是错误答案,用来干扰机器的。
参考答案:A, B, C, D