[CFA] [求助]关于annuity的考题 [推广有奖]

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gu7621 发表于 2008-10-6 10:49:00 |AI写论文

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有一道SOA-FM/2的题，在下百思不得其解，请教各位：At time 0, Paul deposits P into a  fund crediting interest at an effective annual interest rate of 8%. At the end of each years 6 through 20, Paul withdraws an amount sufficient to purchase an annuity-due of 100 per month for 10 years at a nominal interest of 12% compounded monthly. Immediately after the withdrawal at the end of year 20, the fund is zero. Calcudate P.A. 41,000   B.42,000   C.43,000   D.44,000 E.45,000不大明白其第二段中的说法，自己作出来的数字相差甚远。

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关键词：Annuity uit withdrawal sufficient Immediate 求助考题 Annuity

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feimao0724 发表于3楼查看完整内容

my answer is A. Px1.08^6= Qx(1-1.08^-15)/d whereQ= 100* (1-1.01^-120)/0.01 andd= i/(1+i)=0.08/1.08so if you slove for P, it gives me $40604, so the closest answer is A. my cal is only a rough one though, you may want to expand and elaborate it yourself. but the theory holds anyway.

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gu7621 发表于 2008-10-6 10:55:00

Answer is A.解答中会用到100*a“two dot angle 120 at 0.01”=7039.76。

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feimao0724 发表于 2008-10-6 11:23:00

my answer is A. Px1.08^6= Qx(1-1.08^-15)/d  whereQ= 100* (1-1.01^-120)/0.01 andd= i/(1+i)=0.08/1.08so if you slove for P, it gives me $40604, so the closest answer is A. my cal is only a rough one though, you may want to expand and elaborate it yourself.  but the theory holds anyway.