Given the following information, what is the probability of default for this zero- coupon bond that matures in one year?
Face value of bond   $100
Market price of bond  $86
Risk-free rate             5%
A. 9.70%.
B. 30.71%.
C. 10.74%.
D. 35.21%.
Answer:A

 
關(guān)注公眾號
快掃碼關(guān)注
公眾號吧
FRM公眾號
108