問題詳情

35. 某債券期貨契約報價為 103.5,請問下列四種債券何者為最便宜可交割債券(cheapest-to-deliverbond)?
(A)Quoted price = 109; conversion factor = 1.0400
(B)Quoted price = 131; conversion factor = 1.3000
(C)Quoted price = 141; conversion factor = 1.3250
(D)Quoted price = 158; conversion factor = 1.5200

參考答案

答案:D
難度:適中0.5
統計:A(0),B(0),C(0),D(0),E(0)

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