单选题 An invest or plans to purchase a security and gathers the following information about the security:
Face value ¥10000000
Maturity 10months
Stated annual rate 4%
Frequency of compounding continuously
The security's present value is closest to:
A. ¥9531338
B. ¥9607894
C. ¥9672161

【正确答案】 C
【答案解析】[解析] 属连续复利的计算。设该证券的现值为X,X(e0.04×10/12)=¥10000000,X=¥9672161。