[一级权益投资] DMT Corp. issued a five-year floating-rate note (FRN) that pays a quarterly coupon of three-month Libor plus 125 bps. The FRN is priced at 96 per 100 of par value. Assuming a 30/360-day count convention evenly spaced periods and constant three-month Libor of 5% the discount margin for the FRN is closest to: A 180 bps. B 400 bps. C 221 bps.

user49hpph 发布于:2020-11-13 14:35:50 浏览437次   CFA CFA一级
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熊老师 发布于2020-11-13 18:04:45

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