上一主题:handbook 习题2.3 求解
下一主题:FRM I Note 2 (2013版) - Self Test No.5 R-square的算法
返回列表 发帖

【求助】关于计算refinancing break even interest rate问题

题目如下:
Bank has liabilities of $4 million with an average maturity of two years paying interest rates of 4.0 percent annually. It has assets of $5 million with an average maturity of 5 years earning interest rates of 6.0 percent annually.
What is the maximum interest rate that it can refinance its $ million liability and still break even on its net interest income in dollars?
A.         6.5 percent.

B.         7.0 percent.

C.         7.5 percent.

D.         8.0 percent.

E.         8.5 percent.

求老师解答写出计算步骤~~

这题没啥意思,选C.
let NII=5*6%-4*r=0
r=7.5%

TOP

返回列表
上一主题:handbook 习题2.3 求解
下一主题:FRM I Note 2 (2013版) - Self Test No.5 R-square的算法