作者somber (荒谬的墙)
看板CFAiafeFSA
标题Re: [问题] EA-1 Segment A, Joint Board for Enro …
时间Sun Oct 28 14:53:38 2007
我的答案是$75.87311
@ 2000 1/1 cost of perp. =1100 = 100/i*(1+i) i=10%
@ 2014 1/1 after 1st pmt so the remaining value = 1100-100=1000
accumulate to 2018 1/1 1000*(1+0.5i)^4 = 1215.506
@ 2018 1/1 the value of ann. due = pmt * [1-(1+j)^(-20)]/j * (1+j)
where 1+j= (1+0.5i)^0.5 j=2.46951%
set 1215.506 = pmt * [(1+j)^(-20)]/j * (1+j)
so I get pmt = $75.87311
cheers ^_^
※ 引述《SourLime ()》之铭言:
: 这题我一直算答案都不对耶~
: Purchase date of a perpetuity-due: 1/1/2000
: Level payment amount: $100
: Frequency of payments: Annual.
: Cost of perpetuity: $1,100.
: Interest rate for perpetuity: i%, compounded annually.
: Immediately following the payment on 1/1/2014, the remaining future payments
: are sold at a yield rate of i%. The proceeds are used to purchase an annuity
: certain as follows:
: Term of annuity: 10 years
: First payment of annuity: 1/1/2018.
: Frequency of annuity payments: Semi-annual on January 1 and July 1.
: Interest rate for annuity: 1/2 i% compounded annually.
: In What range is the semi-annual annuity payment?
: Ans: $75but less than $77.
: 请大家教一下吧?!
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※ 编辑: somber 来自: 64.180.255.201 (10/28 14:55)
1F:推 SourLime:谢谢~原来我少看了after the payment on 1/1/2004 10/29 07:38