Question

求助一道金融题目~~~~~~~~~~~~~~~~谢谢~~~~~~~~~~~~~~~~

You own a $1,000-par zero-coupon bond that has 5 years of remaining maturity. You plan on selling the bond in one year, and believe that the required yield next year will have the following probability distribution:

Probability Required Yield
0.1 6.60%
0.2 6.75%
0.4 7.00%
0.2 7.20%
0.1 7.45%
a. What is your expected price when you sell the bond?
b. What is the standard deviation?

Answer 1

E(p)=0.1 * 6.60% +0.2 * 6.75% +0.4 * 7.00% +0.2 * 7.20% +0.1 * 7.45%
标准离差率是有公式的具体你找下吧也不难算
你用的是国外数学教材？英语教材不会出这样题目的