单选题 Austin Traynor is considering buying a $1000 face value, semi-annual coupon bond with a quoted price of 104.75 and accrued interest since the last coupon of $ 33.50. If Traynor pays the dirty price, how much will the seller receive at the settlement date?

A、

A. $1047.50.
B、

B. $1081.00.
C、

C. $1014. 00.

【正确答案】 B

【答案解析】The dirty price is equal to the agreed upon, or quoted price, plus interest accrued from the last coupon date. Here, the quoted price is 1000×104.75% , or 1000×1.0475=1047.50. Thus, the dirty price=1047.50+33.50=1081.00.