- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 7. Yield and Yield Spread Measures for Fixed-Rate Bonds
- Subject 1. Periodicity and Annualized Yields
CFA Practice Question
What is the annual-pay yield of a bond with a 7% yield on a semi-annual-pay basis?
B. 7.000%
C. 7.123%
A. 6.882%
B. 7.000%
C. 7.123%
Correct Answer: C
[(1.07/2)2 -1] = 7.123%
User Contributed Comments 6
User | Comment |
---|---|
Aimy | (1+7%/2)square-1=7.123%, exactly |
nchilds | (1.035)squared |
chamad | Using BAII ----ICONV----NOM=7 C/Y=2---CPT EFF=7.123% |
bhaynes | No computation is even needed. Annual pay yield will always be > BEY. Must be answer C. |
2014 | Rite I hope we such thinking questions ready answer in exam |
johntan1979 | Best thing to do is to still compute, now that the ICONV takes only a few seconds. What if there are 2 answers more than 7%? |