某只债券的面额为100元,票面利率为3.5%,一年付息一次,偿债期限为5年(2015.1.1发行,2010年12.31到期)。投资者在2008年1月1号以102.5买入,已知必要投资收益率为3%,求单利以及复利思想下的债券内在价值
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于2022-06-18 19:32 发布 2142次浏览
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家权老师
职称: 税务师
2022-06-18 19:38
1.单利思想下的债券内在价值=100/(1+3%*3)+100*3.5%/(1+3%*1)+100*3.5%/(1+3%*2)+100*3.5%/(1+3%*3)=101.65
2.复利思想下的债券内在价值
=100/(1+3%)^3+100*3.5%/(1+3%)^1+100*3.5%/(1+3%)^2+100*3.5%/(1+3%)^3=101.41
相关问题讨论

1.单利思想下的债券内在价值=100/(1%2B3%*3)%2B100*3.5%/(1%2B3%*1)%2B100*3.5%/(1%2B3%*2)%2B100*3.5%/(1%2B3%*3)=101.65
2.复利思想下的债券内在价值
=100/(1%2B3%)^3%2B100*3.5%/(1%2B3%)^1%2B100*3.5%/(1%2B3%)^2%2B100*3.5%/(1%2B3%)^3=101.41
2022-06-18 19:38:13

单利下的内在价值=3.5/(1%2B3%)%2B3.5/(1%2B3%*2)%2B100/(1%2B3%*2)
复利下的内在价值=3.5/(1%2B3%)%2B3.5/(1%2B3%^2)%2B100/(1%2B3%^2)
2022-05-05 12:59:05

内在价值为 100*(P/F,3%,5)%2B100*3.5%*(P/A,3%,5)
你计算一下结果
2020-12-08 21:52:54

内在价值为 100*(P/F,3%,5)%2B100*3.5%*(P/A,3%,5)
你计算一下结果
2021-04-28 13:39:22

同学,你好
债券内在价值=未来现金流量现值
=100*3.5%*(P/A,3%,5)➕ 100*(P/F,3%,5)
请查系数表计算
所内在价值>102.50值得投资,反之,不值得投资
2021-10-19 13:35:00
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