试题与答案

Assume that an option-free 5 percent coupo

题型:单项选择题

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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参考答案:A, B, C, D

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