frm一级题目，求解答

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Q:A bank uses a continuously-compounded annual interest rate of 5% in one of its risk models. What is the equivalent interest rate the bank should use if it converts to semi-annual compounding in the model?
A:4.94%   B:5.00%  C:5.06%  D:5.12%
答案是C，求解释。

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关键词：frm一级 FRM 求解答 compounding equivalent frm考试

equivalent interest rate=2*[(e^5%)^0.5-1]

hitszwuxianhui 发表于 2017-7-29 09:38
equivalent interest rate=2*[(e^5%)^0.5-1]

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