Essentials Of Investments 8th Ed Bodie 投资学精要(第八版)课后习题答案Chap010

CHAPTER 10

BOND PRICES AND YIELDS 1.

a.Catastrophe bond. Typically issued by an insurance company. They are

similar to an insurance policy in that the investor receives coupons and par

value, but takes a loss in part or all of the principal if a major insurance

claims is filed against the issuer. This is provided in exchange for higher

than normal coupons.

b.Eurobonds are bonds issued in the currency of one country but sold in

other national markets.

c.Zero-coupon bonds are bonds that pay no coupons, but do pay a par value

at maturity.

d.Samurai bond. Yen-denominated bonds sold in Japan by non-Japanese

issuers are called Samurai bonds.

e.Junk bond. Those rated BBB or above (S&P, Fitch) or Baa and above

(Moody’s) are considered investment grade bonds, while lower-rated

bonds are classified as speculative grade or junk bonds.

f.Convertible bond. Convertible bonds may be exchanged, at the

bondholder’s discretion, for a specified number of shares of stock.

Convertible bondholders “pay” for this option by accepting a lower

coupon rate on the security.

g.Serial bond. A serial bond is an issue in which the firm sells bonds with

staggered maturity dates. As bonds mature sequentially, the principal

repayment burden for the firm is spread over time just as it is with a

sinking fund. Serial bonds do not include call provisions.

h.Equipment obligation bond. A bond that is issued with specific equipment

pledged as collateral against the bond.

i.Original issue discount bonds are less common than coupon bonds issued

at par. These are bonds that are issued intentionally with low coupon rates

that cause the bond to sell at a discount from par value.

j.Indexed bond. Indexed bonds make payments that are tied to a general price index or the price of a particular commodity.

2.Callable bonds give the issuer the option to extend or retire the bond at the call

date, while the extendable or puttable bond gives this option to the bondholder. 3.

a.YTM will drop since the company has more money to pay the interest on

its bonds.

b.YTM will increases since the company has more debt and the risk to the

existing bond holders is now increased.

c.YTM will decrease. Since the firm has either fewer current liabilities or an

increase in various current assets.

4. Semi-annual coupon = 1,000 x .06 x .5 = $30. One month of accrued interest is 30 x (30/182) 4.94

5. at a price of 117 the invoice price is 1,170 + 4.945 = $1,174.95

5. Using a financial calculator, PV = -74

6.22, FV = 1,000, t=5, pmt = 0. The YTM is 6.0295%.

Using a financial calculator, PV = -730.00, FV = 1,000, t=5, pmt = 0. The YTM is 6.4965%.

6. A bond’s coupon interest payments and principal repayment are not affected by changes in market rates. Consequently, if market rates increase, bond investors in the secondary markets are not willing to pay as much for a claim on a given bond’s fixed interest and principal payments as they would if market rates were lower. This relationship is apparent from the inverse relationship between interest rates and present value. An increase in the discount rate (i.e., the market rate) decreases the present value of the future cash flows.

7. The bond callable at 105 should sell at a lower price because the call provision is more valuable to the firm. Therefore, its yield to maturity should be higher.

8. The bond price will be lower. As time passes, the bond price, which is now above par value, will approach par.

9. Current yield = 48 / 970 = 4.95%

10. Using a financial calculator, FV = 1,000, t=7, pmt = 60, r=7. Price = 946.11 The HPR = (946.11 – 1000 + 60) / 1000 = .0061 or 0.61% gain.

11. Zero coupon bonds provide no coupons to be reinvested. Therefore, the final value of the investor's proceeds from the bond is independent of the rate at which coupons could be reinvested (if they were paid). There is no reinvestment rate uncertainty with zeros. 12.

a. Effective annual rate on three-month T-bill:

%00.101000.01)02412

.1(1645,97000,10044

==-=-??

?

?? b. Effective annual interest rate on coupon bond paying 5% semiannually:

(1.05)2 – 1 = 0.1025 = 10.25%

Therefore, the coupon bond has the higher effective annual interest rate.

13. The effective annual yield on the semiannual coupon bonds is 8.16%. If the annual coupon bonds are to sell at par they must offer the same yield, which requires an annual coupon of 8.16%.

14. a. The bond pays $50 every six months.

Current price:

[$50 ? Annuity factor(4%, 6)] + [$1000 ? PV factor(4%, 6)] = $1,052.42

Assuming the market interest rate remains 4% per half year, price six months from now:

[$50 ? Annuity factor(4%, 5)] + [$1000 ? PV factor(4%, 5)] = $1,044.52

b. Rate of return =

months

six per %00.40400.042

.052,1$90

.7$50$42.052,1$)42.052,1$52.044,1($50$==-=-+

15.

a. Use the following inputs: n = 40, FV = 1000, PV = –950, PMT = 40. You will find that the yield to maturity on a semi-annual basis is 4.26%. This implies a bond equivalent yield to maturity of: 4.26% ? 2 = 8.52%

Effective annual yield to maturity = (1.0426)2 – 1 = 0.0870 = 8.70% b. Since the bond is selling at par, the yield to maturity on a semi-annual basis is the same as the semi-annual coupon, 4%. The bond equivalent yield to maturity is 8%.

Effective annual yield to maturity = (1.04)2 – 1 = 0.0816 = 8.16% c. Keeping other inputs unchanged but setting PV = –1050, we find a bond equivalent yield to maturity of 7.52%, or 3.76% on a semi-annual basis.

Effective annual yield to maturity = (1.0376)2 – 1 = 0.0766 = 7.66%

16. Since the bond payments are now made annually instead of semi-annually, the bond equivalent yield to maturity is the same as the effective annual yield to maturity. The inputs are: n = 20, FV = 1000, PV = –price, PMT = 80. The resulting yields for the three bonds are:

Bond equivalent yield =Effective annual yield

$950 8.53%$1,000 8.00%$1,050 7.51%Bond Price

The yields computed in this case are lower than the yields calculated with semi-annual coupon payments. All else equal, bonds with annual payments are less

attractive to investors because more time elapses before payments are received. If the bond price is the same with annual payments, then the bond's yield to maturity is lower.

17.

Time Inflation in year just ended Par value

Coupon

payment Principal repayment 0$1,000.00

12%$1,020.00 $40.80 023%$1,050.60 $42.02 0

31%$1,061.11

$42.44

$1,061.11

Nominal return = price

Initial on

appreciati ice Pr Interest +

Real return =

1Inf lation

1return

Nominal 1-++

Second year

Third year

Nominal return: 071196.01020$60

.30$02.42$=+

050400.060.1050$51

.10$44.42$=+

Real return:

%00.40400.0103

.1071196

.1==-

%00.40400.0101

.105040

.1==- The real rate of return in each year is precisely the 4% real yield on the bond.

18.Remember that the convention is to use semi-annual periods:

Price Maturity

(years)

Maturity

(half-years)

Semi-annual

YTM

Bond equivalent

YTM

$400.00 2040 2.32% 4.63%

$500.00 2040 1.75% 3.50%

$500.00 1020 3.53%7.05%

$376.89 1020 5.00%10.00%

$456.39 1020 4.00%8.00%

$400.00 11.6823.36 4.00%8.00%

https://www.wendangku.net/doc/9b3651511.html,ing a financial calculator, PV = -800, FV = 1,000, t=10, pmt =80. The YTM is

11.46%.

Using a financial calculator, FV = 1,000, t=9, pmt =80, r=11.46%. The new price will be 811.70. Thus, the capital gain is $11.70.

20.The reported bond price is: 100 2/32 percent of par = $1,000.625

However, 15 days have passed since the last semiannual coupon was paid, so accrued interest equals: $35 x (15/182) = $2.885

The invoice price is the reported price plus accrued interest: $1003.51

21.If the yield to maturity is greater than current yield, then the bond offers the prospect of

price appreciation as it approaches its maturity date. Therefore, the bond is selling

below par value.

22.The coupon rate is below 9%. If coupon divided by price equals 9%, and price is less

than par, then coupon divided by par is less than 9%.

23.The solution is obtained using Excel:

A

B D

E

1234Settlement da 5Maturity date 6Annual coupo 7Yield to matur 8Redemption v 9Coupon paym 101112Flat price (% 13Days since la 14Days in coupo 15Accrued inter 16

Invoice price B12+B15

2/22/2010DATE(2006,2,22)3/15/2018DATE(2014,3,15)C 5.50% coupon bond,maturing March 15, 2018

Formula in Column B

101.03327

PRICE(B4,B5,B6,B7,B8,B9)0.0550.05341002

2.43094(B13/B14)*B6*100/210

3.46393160COUPDAYBS(B4,B5,2,1)181COUPDAYS(B4,B5,2,1)

24. The solution is obtained using Excel:

A

B

C

D

E

F

G 1Annual 2coupons coupons 342/22/20102/22/201053/15/2018

3/15/2018

60.0550.0557102102810010092110110.051927

0.051889

121314

Semiannual Settlement date Maturity date

Annual coupon rate Formula in cell E11:YIELD(E4,E5,E6,E7,E8,E9)

Bond price

Redemption value (% of face value)Coupon payments per year Yield to maturity (decimal)

25. The stated yield to maturity equals 16.075%:

[n = 10; PV = 900; FV = 1000; PMT = 140]

Based on expected coupon payments of $70 annually, the expected yield to maturity is: 8.526%

26. The bond is selling at par value. Its yield to maturity equals the coupon rate, 10%. If the first-year coupon is reinvested at an interest rate of r percent, then total proceeds at the end of the second year will be: [100 (1 + r) + 1100]. Therefore, realized compound yield to maturity will be a function of r as given in the following table:

r Total proceeds 1000/oceeds Pr

10% $1210 %00.101000.011000/1210==- 12% $1212

%09.101009.011000/1212==-

27. April 15 is midway through the semi-annual coupon period. Therefore, the invoice price will be higher than the stated ask price by an amount equal to one-half of the semiannual coupon. The ask price is 101.125 percent of par, so the invoice price is: $1,011.25 + (1/2 ? $50) = $1,036.25

28. Factors that might make the ABC debt more attractive to investors, therefore justifying a lower coupon rate and yield to maturity, are:

? The ABC debt is a larger issue and therefore may sell with greater liquidity.

? An option to extend the term from 10 years to 20 years is favorable if interest rates ten years from now are lower than today’s interest rates. In contrast, if interest rates are rising, the investor can present the bond for payment and reinvest the money for better returns. ? In the event of trouble, the ABC debt is a more senior claim. It has more underlying security in the form of a first claim against real property. ? The call feature on the XYZ bonds makes the ABC bonds relatively more attractive since ABC bonds cannot be called from the investor. ? The XYZ bond has a sinking fund requiring XYZ to retire part of the issue each year. Since most sinking funds give the firm the option to retire this amount at the lower of par or market value, the sinking fund can work to the detriment of bondholders.

29.

a. The floating-rate note pays a coupon that adjusts to market levels.

Therefore, it will not experience dramatic price changes as market yields fluctuate. The fixed rate note therefore will have a greater price range.

b. Floating rate notes may not sell at par for any of the several reasons: The yield spread between one-year Treasury bills and other money market instruments of comparable maturity could be wider than it was when the bond was issued.

The credit standing of the firm may have eroded relative to Treasury securities that have no credit risk. Therefore, the 2% premium would become insufficient to sustain the issue at par.

The coupon increases are implemented with a lag, i.e., once every year.

During a period of rising interest rates, even this brief lag will be reflected

in the price of the security.

c.The risk of call is low. Because the bond will almost surely not sell for

much above par value (given its adjustable coupon rate), it is unlikely that

the bond will ever be called.

d.The fixed-rate note currently sells at only 93% of the call price, so that

yield to maturity is above the coupon rate. Call risk is currently low, since

yields would have to fall substantially for the firm to use its option to call

the bond.

e.The 9% coupon notes currently have a remaining maturity of fifteen years

and sell at a yield to maturity of 9.9%. This is the coupon rate that would

be needed for a newly issued fifteen-year maturity bond to sell at par.

f.Because the floating rate note pays a variable stream of interest payments

to maturity, its yield-to-maturity is not a well-defined concept. The cash

flows one might want to use to calculate yield to maturity are not yet

known. The effective maturity for comparing interest rate risk of floating

rate debt securities with other debt securities is better thought of as the

next coupon reset date rather than the final maturity date. Therefore,

“yield-to-recoupon date” is a more meaningful measure of return.

30.

a.The bond sells for $1,124.72 based on the 3.5% yield to maturity:

[n = 60; i = 3.5; FV = 1000; PMT = 40]

Therefore, yield to call is 3.368% semiannually, 6.736% annually:

[n = 10; PV = 1124.72; FV = 1100; PMT = 40]

b.If the call price were $1050, we would set FV = 1050 and redo part (a) to

find that yield to call is 2.976% semi-annually, 5.952% annually. With a

lower call price, the yield to call is lower.

c.Yield to call is 3.031% semiannually, 6.062% annually:

[n = 4; PV = 1124.72 ; FV = 1100; PMT = 40]

31. The price schedule is as follows:

Imputed interest (Increase in constant yield value)0 (now)20 years

$214.55

119231.71$17.16 218250.2518.54191925.93200

1000

74.07

Year Remaining Maturity (T)Constant yield value

1000/(1.08)T

32. The bond is issued at a price of $800. Therefore, its yield to maturity is 6.8245%. Using the constant yield method, we can compute that its price in one year (when maturity falls to 9 years) will be (at an unchanged yield) $814.60, representing an increase of $14.60. Total taxable income is: $40 + $14.60 = $54.60 33.

a. The yield to maturity of the par bond equals its coupon rate, 8.75%. All else equal, the 4% coupon bond would be more attractive because its coupon rate is far below current market yields, and its price is far below the call price. Therefore, if yields fall, capital gains on the bond will not be limited by the call price. In contrast, the 8.75% coupon bond can increase in value to at most $1050, offering a maximum possible gain of only 5%. The disadvantage of the 8.75% coupon bond in terms of

vulnerability to a call shows up in its higher promised yield to maturity.

b. If an investor expects rates to fall substantially, the 4% bond offers a greater expected return.

c. Implicit call protection is offered in the sense that any likely fall in yields would not be nearly enough to make the firm consider calling the bon

d. In this sense, the call feature is almost irrelevant.

34. True. Under the expectations hypothesis, there are no risk premia built into bond prices. The only reason for long-term yields to exceed short-term yields is an expectation of higher short-term rates in the future.

35. If the yield curve is upward sloping, you cannot conclude that investors expect short-term interest rates to rise because the rising slope could be due to either expectations of future increases in rates or the demand of investors for a risk premium on long-term bonds. In fact the yield curve can be upward sloping even in the absence of expectations of future increases in rates.

36.

Zero 8% coupon 10% coupon Current prices

$463.19 $1,000 $1,134.20 Price one year from now $500.25 $1,000 $1,124.94 Price increase $37.06 $0.00 ($9.26)Coupon income $0.00 $80.00 $100.00 Income

$37.06 $80.00 $90.74 Rate of Return

8.00%8.00%8.00%

37. Uncertain. Lower inflation usually leads to lower nominal interest rates.

Nevertheless, if the liquidity premium is sufficiently great, long-term yields can exceed short-term yields despite expectations of falling short rates. 38.

a. We obtain forward rates from the following table:

Maturity

(years) YTM Forward rate

Price (for part c) 1 10.0% $909.09 ($1000/1.10) 2 11.0% 12.01% [(1.112/1.10) – 1] $811.62 ($1000/1.112) 3 12.0% 14.03% [(1.123/1.112) – 1]

$711.78 ($1000/1.123)

b. We obtain next year’s prices and yields by discounting each zero’s face value at the forward rates derived in part (a):

Maturity (years) Price YTM

1 $892.78 [ = 1000/1.1201] 12.01% 2

$782.93

[ = 1000/(1.1201 x 1.1403)] 13.02%

Note that this year’s upward sloping yield curve implies, according to the expe ctations hypothesis, a shift upward in next year’s curve.

c. Next year, the two-year zero will be a one-year zero, and it will therefore sell at: $1000/1.1201 = $892.78

Similarly, the current three-year zero will be a two-year zero, and it will sell for: $782.93

Expected total rate of return:

two-year bond:

%00.101000.0162

.811$78

.892$==-

three-year bond:

%00.101000.0178

.711$93

.782$==-

39.

a. The forward rate (f 2) is the rate that makes the return from rolling over one-year bonds the same as the return from investing in the two-year maturity bond and holding to maturity:

1.08 ? (1 + f 2) = (1.09)2 ? f 2 = 0.1001 = 10.01%

b. According to the expectations hypothesis, the forward rate equals the expected value of the short-term interest rate next year, so the best guess would be 10.01%.

c. According to the liquidity preference hypothesis, the forward rate exceeds the expected short-term interest rate next year, so the best guess would be less than 10.01%.

40. The top row must be the spot rates. The spot rates are (geometric) averages of the forward rates, and the top row is the average of the bottom row. For example, the spot rate on a two-year investment (12%) is the average of the two forward rates 10% and 14.0364%: (1.12)2 = 1.10 ? 1.140364 = 1.2544

41. Using a financial calculator, PV = 100, t=3, pmt=0, r=6.5. Price or FV = 120.795. Using a financial calculator, PV = 100, t=4, pmt=0, r=7.0. Price or FV = 131.080.

Setting PV = -120.795, FV = 131.080, t=1, pmt=0, solving for r produces the answer of 8.51%.

42.

a. Initial price, P 0 = 705.46 [n = 20; PMT = 50; FV = 1000; i = 8] Next year's price, P 1 = 793.29 [n = 19; PMT = 50; FV = 1000; i = 7]

%54.191954.046

.705$)

46.705$29.793($50$HPR ==-+=

b. Using OID tax rules, the cost basis and imputed interest under the constant yield method are obtained by discounting bond payments at the original 8% yield to maturity, and simply reducing maturity by one year at a time:

Constant yield prices: compare these to actual prices to compute capital gains P 0 = $705.46 P 1 = $711.89 so implicit interest over first year = $6.43 P 2 = $718.84 so implicit interest over second year = $6.95 Tax on explicit plus implicit interest in first year

= 0.40 ? ($50 + $6.43) = $22.57

Capital gain in first year = Actual price at 7% YTM – constant yield price

= $793.29 – $711.89 = $81.40 Tax on capital gain = 0.30 ? $81.40 = $24.42

Total taxes = $22.57 + $24.42 = $46.99 c. After tax HPR %88.121288.046

.705$99

.46$)46.705$29.793($50$==--+=

d. Value of bond after two years equals $798.82 [using n = 18; i = 7]

Total income from the two coupons, including reinvestment income:

($50 ? 1.03) + $50 = $101.50

Total funds after two years: $798.82 + $101.50 = $900.32

Therefore, the $705.46 investment grows to $900.32 after two years.

705.46 (1 + r)2 = 900.32 ? r = 0.1297 = 12.97% e.

Coupon received in first year: $50.00 Tax on coupon @ 40%

– 20.00 Tax on imputed interest (0.40 ? $6.43) – 2.57 Net cash flow in first year $27.43

If you invest the year-1 cash flow at an after-tax rate of:

3% ? (1 – 0.40) = 1.8% then, by year 2, it will grow to:

$27.43 ? 1.018 = $27.92

You sell the bond in the second year for: $798.82

Tax on imputed interest in second year: – 2.78 [0.40 ? $6.95]

Coupon received in second year, net of tax: + 30.00 [$50 ? (1 – 0.40)]

Capital gains tax on sales price: – 23.99 [0.30 ? ($798.82 – $718.84)] using constant yield value

CF from first year's coupon (reinvested): + 27.92 [from above]

TOTAL $829.97

Thus, after two years, the initial investment of $705.46 grows to $829.97:

705.46 ? (1 + r)2 = 829.97 ? r = 0.0847 = 8.47%

CFA 1

a.(3) The yield on the callable bond must compensate the investor for the

risk of call.

Choice (1) is wrong because, although the owner of a callable bond

receives principal plus a premium in the event of a call, the interest rate at

which he can subsequently reinvest will be low. The low interest rate that

makes it profitable for the issuer to call the bond makes it a bad deal for

the bond’s holder.

Choice (2) is wrong because a bond is more apt to be called when interest

rates are low. There will be an interest saving for the issuer only if rates

are low.

b.(3)

c.(2)

d.(4)

CFA 2

a.The maturity of each bond is 10 years, and we assume that coupons are paid

semiannually. Since both bonds are selling at par value, the current yield to

maturity for each bond is equal to its coupon rate.

If the yield declines by 1%, to 5% (2.5% semiannual yield), the Sentinal

bond will increase in value to 107.79 [n=20; i = 2.5%; FV = 100; PMT = 3]

The price of the Colina bond will increase, but only to the call price of 102.

The present value of scheduled payments is greater than 102, but the call

price puts a ceiling on the actual bond price.

b.If rates are expected to fall, the Sentinal bond is more attractive: since it is

not subject to being called, its potential capital gains are higher.

If rates are expected to rise, Colina is a better investment. Its higher coupon

(which presumably is compensation to investors for the call feature of the

bond) will provide a higher rate of return than the Sentinal bond.

c.An increase in the volatility of rates in creases the value of the firm’s option

to call back the Colina bond. [If rates go down, the firm can call the bond,

which puts a cap on possible capital gains. So, higher volatility makes the

option to call back the bond more valuable to the issuer.] This makes the

Colina bond less attractive to the investor.

CFA 3

Market conversion value = value if converted into stock = 20.83 $28 = $583.24

Conversion premium = Bond value – market conversion value

= $775 – $583.24 = $191.76

CFA 4

a.The call provision requires the firm to offer a higher coupon (or higher

promised yield to maturity) on the bond in order to compensate the

investor for the firm's option to call back the bond at a specified call price

if interest rates fall sufficiently. Investors are willing to grant this valuable

option to the issuer, but only for a price that reflects the possibility that the

bond will be called. That price is the higher promised yield at which they

are willing to buy the bond.

b.The call option reduces the expected life of the bond. If interest rates fall

substantially so that the likelihood of call increases, investors will treat the

bond as if it will "mature" and be paid off at the call date, not at the stated

maturity date. On the other hand if rates rise, the bond must be paid off at

the maturity date, not later. This asymmetry means that the expected life

of the bond will be less than the stated maturity.

c.The advantage of a callable bond is the higher coupon (and higher

promised yield to maturity) when the bond is issued. If the bond is never

called, then an investor will earn a higher realized compound yield on a

callable bond issued at par than on a non-callable bond issued at par on the

same date. The disadvantage of the callable bond is the risk of call. If

rates fall and the bond is called, then the investor receives the call price

and will have to reinvest the proceeds at interest rates that are lower than

the yield to maturity at which the bond was originally issued. In this event,

the firm's savings in interest payments is the investor's loss.

CFA 5

a.

(1) Current yield = Coupon/Price = 70/960 = 0.0729 = 7.29%

(2) YTM = 3.993% semiannually or 7.986% annual bond equivalent

yield

[n = 10; PV = (-)960; FV = 1000; PMT = 35]

Then compute the interest rate.

(3)Realized compound yield is 4.166% (semiannually), or 8.332% annual

bond equivalent yield. To obtain this value, first calculate the future value of

reinvested coupons. There will be six payments of $35 each, reinvested

semiannually at a per period rate of 3%:

[PV = 0; PMT = $35; n = 6; i = 3%] Compute FV = $226.39

The bond will be selling at par value of $1,000 in three years, since coupon is

forecast to equal yield to maturity. Therefore, total proceeds in three years

will be $1,226.39. To find realized compound yield on a semiannual basis

(i.e., for six half-year periods), we solve:

$960 ? (1 + y realized)6 = $1,226.39 ? y realized = 4.166% (semiannual)

b.Shortcomings of each measure:

(1) Current yield does not account for capital gains or losses on bonds

bought at prices other than par value. It also does not account for reinvestment

income on coupon payments.

(2) Yield to maturity assumes that the bond is held to maturity and that all

coupon income can be reinvested at a rate equal to the yield to maturity.

(3) Realized compound yield (horizon yield) is affected by the forecast of

reinvestment rates, holding period, and yield of the bond at the end of the investor's

holding period.

贵州省遵义县

第四部分投资环境 第一节地理位置 遵义县地处贵州省北部，东接湄潭、瓮安县，南邻息烽、开阳县，西连仁怀、金沙县，北界桐梓县、绥阳县、红花岗区、汇川区。位于东经106°17′22″至107°25′25″，北纬27°13′15″至 28°03′03″之间。全县东西长112.5公里，南北宽89.3公里，土地总面积4092.66平方公里。县内基础设施完善，公路、铁路四通八达，遵南大道、海尔大道将县城与市区相连，川黔铁路、210国道、

326国道和贵遵高速公路横贯东西南北，拥有公路里程2524公里，航运136公里。 从县城起，经各干线公路，东至三渡镇与湄潭县分界，西至泮水镇与金沙县接壤，南至乌江镇与息烽县毗邻，又至尚嵇镇楠木渡与开阳县隔河相望，北至山盆镇与桐梓县分界。县城南白镇(已纳入市区规划管理）与历史文化名城遵义市区相距18公里，南至省会贵阳市区130公里，北距重庆市区340公里。遵义县地貌以娄山山脉和南北向娄山支脉为骨架，与沟谷盆地等自然组合形成形态各异的地貌。西北高而东南低，最低点位于山盆镇落炉，海拔为489米，最高点位于山盆镇的仙人山，海拔为1849米。按形态划分，在娄山山脉东南面为低山丘陵宽谷盆地地貌，海拔一般800～1000米，娄山山脉西北面为低中山峡谷地貌，海拔一般900～1300米。 遵义县矿产资源丰富，已探明矿种26种，主要有煤矿、硫铁矿、锰矿、镍钼矿、铝土矿、硅石等，并以其质优量大闻名省内外，且具开采价值。其中无烟煤保有储量6.19亿吨，远景储量15亿吨左右；铝土矿探明储量8251万吨以上；硫铁矿储量8948万吨。遵义县是贵州省建设中的煤、电能源基地和铝工业基地。 第二节历史沿革 春秋战国时期，今遵义县为夜郎东北小君长国鳖国地，秦时以鳖国地置鳖县，唐时，今遵义县地先后命为建安县、恭水县、罗蒙县，贞观十六年改罗蒙为遵义，遵义县名从此开始。景龙四年（公元710年），以播州为都督府。明万历二十八年（公元1600年），播州宣

鼠标点击按钮图片切换+自动切换+左右按钮点击切换效果

鼠标点击按钮图片切换+自动切换+左右按钮点击切换效果 上一次在我的文库中分享了点击按钮，图片左右切换轮播效果代码，今天主要是分享【鼠标点击按钮，图片进行切换+图片自动切换+点击左右按钮图片进行切换的三种效果的组合代码】。 最后的效果如下： Html代码部分：

Css代码部分： *{margin:0px;padding:0px}

贵州省遵义市播州区一般公共预算收入和油菜籽产量3年数据分析报告2020版

贵州省遵义市播州区一般公共预算收入和油菜籽产量3年数据分析报告2020版

序言 本报告以数据为基点对遵义市播州区一般公共预算收入和油菜籽产量的现状及发展脉络进行了全面立体的阐述和剖析，相信对商家、机构及个人具有重要参考借鉴价值。 遵义市播州区一般公共预算收入和油菜籽产量数据分析报告知识产权为发布方即我公司天津旷维所有，其他方引用我方报告均需注明出处。 遵义市播州区一般公共预算收入和油菜籽产量数据分析报告主要收集国家政府部门如中国国家统计局及其它权威机构数据，并经过专业统计分析处理及清洗。数据严谨公正，通过整理及清洗，进行遵义市播州区一般公共预算收入和油菜籽产量的分析研究，整个报告覆盖一般公共预算收入，油菜籽产量等重要维度。

目录 第一节遵义市播州区一般公共预算收入和油菜籽产量现状 (1) 第二节遵义市播州区一般公共预算收入指标分析 (3) 一、遵义市播州区一般公共预算收入现状统计 (3) 二、全省一般公共预算收入现状统计 (3) 三、遵义市播州区一般公共预算收入占全省一般公共预算收入比重统计 (3) 四、遵义市播州区一般公共预算收入（2017-2019）统计分析 (4) 五、遵义市播州区一般公共预算收入（2018-2019）变动分析 (4) 六、全省一般公共预算收入（2017-2019）统计分析 (5) 七、全省一般公共预算收入（2018-2019）变动分析 (5) 八、遵义市播州区一般公共预算收入同全省一般公共预算收入（2018-2019）变动对比分析 (6) 第三节遵义市播州区油菜籽产量指标分析 (7) 一、遵义市播州区油菜籽产量现状统计 (7) 二、全省油菜籽产量现状统计分析 (7) 三、遵义市播州区油菜籽产量占全省油菜籽产量比重统计分析 (7) 四、遵义市播州区油菜籽产量（2017-2019）统计分析 (8) 五、遵义市播州区油菜籽产量（2018-2019）变动分析 (8)

实验七：jQuery实现轮换广告

实验七jQuery实现轮换广告 一、实验目的 1. 掌握jQuery对象的获取及使用； 2. 掌握jQuery事件的使用； 3. 了解jQuery的用途。 二、实验内容 1. 使用jQuery实现图片的自动播放效果； 2. 使用jQuery实现点击导航播放相应的图片。 三、实验步骤 本实验使用到的相关样式设置代码提供如下： * { margin: 0; padding: 0; } body { font: 12px; padding-top: 50px; padding-right: 200px; padding-bottom: 100px; padding-left: 200px; } ul { list-style: none; } img { padding: 2px; border: 1px solid #eee; } #imgs { width: 410px; margin-right: auto; margin-left: auto; } .top, .btm { overflow: hidden; }

.top { background-position: 0 0; height: 5px; } .btm { height: 7px; } .mid { width: 400px; padding: 5px 7px 0; border: 1px solid #999; } .mid ul { width: 400px; height: 600px; background: #fff; position: relative; overflow: hidden; } .mid ul li { width: 400px; height: 600px; position: absolute; left: 490px; top: 0; } .mid ul li.first { left: 0; } #img_list { width: 486px; height: 20px; padding-top: 5px; overflow: hidden; height: 1%; } 图片及层布局参考代码如下：

在文化交流互鉴中促进民心相通――“一带一路”建设背景下海外中国文化中心发展调研报告

在文化交流互鉴中促进民心相通 ——“一带一路”建设背景下海外中国文化中心发展调研报告 xxxx《光明日报》（ 2016年10月05日05版）2015年5月，我们随“海外中国文化中心与‘一带一路’建设”调研组赴比利时、西班牙和埃及三国调研，了解我国在布鲁塞尔、马德里和开罗设立海外文化中心的建设和运行状况，研究推进“一带一路”建设背景下如何进一步发挥海外文化中心在传播中华文化中的独特作用，为实现与“一带一路”沿线国家“民心相通”目标作出更大贡献。调研期间，拜会了中国驻比利时大使曲星、驻西班牙大使吕凡和驻埃及大使宋爱国，与驻上述三国文化参赞进行了深度交流，实地考察了布鲁塞尔文化中心、马德里文化中心和开罗文化中心，观摩了文化中心的部分活动，听取了长期从事中国文化交流传播工作的专家、当地有关媒体代表以及国内媒体驻外记者的意见，较为全面准确地了解了目前我国对外文化宣传工作的现状与面临的主要问题。 1.海外xx文化中心功能及发展历程 在国外设立文化中心是世界主要国家战后普遍采用的文化“走出去”方式，是其宣传和推广本国文化、传播思想价值理念、树立良好国家形象的重要手段，也是提升文化软实力的重要平台。文化中心面向驻在国主流社会，覆盖各个阶层，围绕“文化交流、教学培训、思想对话、信息服务”等职能，常态化开展活动，全面、协调、持续地推广和传播本国文化，并为文化的交流互鉴和民心沟通提供稳固的平台。 西方主要国家早在20世纪中叶就开始在国外设立文化中心提升国家形象，扩大影响力。 目前，英国已在全球110个国家和地区设立了230个文化中心，德国在92个国家设立了150多个文化中心（歌德学院），法国在91个国家设立了144个文化中心，美国也建立了多种形式的文化推广场所800多个，发展中国家的印度也设立了37个文化中心。德国文化中心（歌德学院）成立60年来，为在全世界传播推广德国语言文化，帮助德国摆脱“二战”纳粹阴影，树立和平发展的

贵州省遵义市播州区一般公共预算收入和支出3年数据解读报告2020版

贵州省遵义市播州区一般公共预算收入和支出3年数据解读 报告2020版

序言 本报告剖析遵义市播州区一般公共预算收入和支出重要指标即一般公共预算收入，一般公共预算支出等，把握遵义市播州区一般公共预算收入和支出发展规律，前瞻未来发展态势。 遵义市播州区一般公共预算收入和支出解读报告数据来源于中国国家统计局等权威部门，并经过专业统计分析及清洗处理。无数据不客观，借助严谨的数据分析给与大众更深入的洞察，体现完整、真实的客观事实，为公众了解遵义市播州区一般公共预算收入和支出提供有价值的指引，为需求者提供有意义的参考。 遵义市播州区一般公共预算收入和支出数据解读报告知识产权为发布方即我公司天津旷维所有，其他方引用我方报告均需注明出处。

目录 第一节遵义市播州区一般公共预算收入和支出现状 (1) 第二节遵义市播州区一般公共预算收入指标分析 (3) 一、遵义市播州区一般公共预算收入现状统计 (3) 二、全省一般公共预算收入现状统计 (3) 三、遵义市播州区一般公共预算收入占全省一般公共预算收入比重统计 (3) 四、遵义市播州区一般公共预算收入（2017-2019）统计分析 (4) 五、遵义市播州区一般公共预算收入（2018-2019）变动分析 (4) 六、全省一般公共预算收入（2017-2019）统计分析 (5) 七、全省一般公共预算收入（2018-2019）变动分析 (5) 八、遵义市播州区一般公共预算收入同全省一般公共预算收入（2018-2019）变动对比分析 (6) 第三节遵义市播州区一般公共预算支出指标分析 (7) 一、遵义市播州区一般公共预算支出现状统计 (7) 二、全省一般公共预算支出现状统计分析 (7) 三、遵义市播州区一般公共预算支出占全省一般公共预算支出比重统计分析 (7) 四、遵义市播州区一般公共预算支出（2017-2019）统计分析 (8) 五、遵义市播州区一般公共预算支出（2018-2019）变动分析 (8)

Html网页显示js轮播图

Html网页显示js轮播图

.top-menu { height: 43px; margin-bottom: 2px;

形势与政策 中国文化走出去的对策和建议要点

安阳工学院 《形势与政策》课程 社会实践教学调研报告 题目:中国文化走出去的对策和建议 中国文化走出去的对策和建议 摘要:近年来,随着世情、国情的发展变化,不同文化的交流交融交锋越来越多地表现在文化市场上,表现在文化产品、文化服务、文化资本的竞争上。显然“中国文化走出去”已成为提升国家综合实力的重要途径。然而我国文化产业发展差距还非常明显,文化产品和服务出口总体上还处在探索起步阶段,规模总量偏小、结构不尽合理、营销手段落后,特别是缺乏在国际上有较大影响力的文化企业和文化品牌。怎样提高中国文化在国际上的竞争力,如何让我们的文化产生经济价值,在国际上有一席之地已经成了一个亟待解决的问题。 关键词:中国文化、全球化、走出去、竞争力、经济价值 一、中国文化为什么要“走出去” “走出去”首先是在经济领域提出的一个战略,其萌芽可以追溯到党的十四大。江泽民在党的十四大报告中提出:“积极开拓国际市场,促进对外贸易多元化,发展外向型经济”、“积极扩大我国企业的对外投资和跨国经营”、“更好地利用国外资源和引进先进技术”、“对外贸易多元化”、“跨国经营”、“开拓国际市场”和“利用国外资源”等就是“走出去”战略的核心概念。2000年10月,党的十五届五中全会第一次明确提出要实施“走出去”战略,在此次全会上通过的《中共中央关于制定国民经济和社会发展的第十个五年计划的建议》中指出:“实施‘走出去’战略,努力在利用国内外两种资源,两个市场方面有新的突破。” 近年来,经济全球化的浪潮使各个国家、地区间的文化交流越来越密切,各种文化之间会加速影响和融合。在此意义上说,文化也存在一种全球化的趋势,这意味着

中国传统文化在国外

中国传统文化在国外 【作者】许启贤 80年代以来，不少国家和地区兴起了一股研究、探索中国传统文化的热潮。近些年，这一热潮又和我国国内的“中国传统文化热”结合起来，呈现出进一步发展的趋势。关注和研究国外关于中国传统文化讨论的问题、观点及其讨论情况，对我们学习、了解中国传统文化，加强社会主义精神文明建设都有重要意义。 一、国外“中国传统文化热”的发展情况 国外的中国传统文化热在受中国传统文化影响最深远的日本、新加坡、韩国最为突出。 在日本，东京、京都等地现在有许多研究孔孟思想的学会和研究所。他们把研究中国儒家思想与日本现代化结合了起来。1987年，日本文部省资助了一项《东亚比较研究》的大型研究计划。在第一次会上，项目负责人、东京外国语大学教授中岛岭雄说：“应在新的现代化论的框架中，重新考虑支持日本人行为方式的儒教性因素的有效性。”为了把经济搞上去，日本许多思想家企业家主张用儒家伦理精神激励人们。日本著名的伦理研究所创始人凡山敏雄在会员必读的《人类幸福之路》一书中，就引用了不少中国传统美德的语录。他用《孟子》的“天将降大任于斯人也，必先苦其心志，劳其筋骨”的语录激励人们不要怕苦难。用《史记》中的“得时难而失之易”的话，教诲人们爱惜人生，爱惜今日。被誉为日本“企业之父”、“日本近代经济的最高指导者”的涩泽荣一，他一生按孔子《论语》精神倡导和实践的企业精神，在日本影响很大。在他所著的被誉为“商务圣经”的《论语与算盘》一书中说：“《论语》中有算盘，算盘中有《论语》”，“打算盘是利，《论语》是道德”，主张义利合一，不可分离。成立于1970年的日本松下电器商学院，处处以儒家经典为学习内容。该院的研修目标就是《大学》中的“三纲领”：“在明明德，在亲民，在止于至善。”即竭尽全力地实践商业道德，至诚无欺地保持良好的人际关系，为实现尽善尽美的目标而努力。日本大东文化大学教授沟口雄三在去年北京举行的“孔子诞辰2545周年纪念与国际学术研讨会”的发言中说：“现在，人类面临着利己主义还是共生主义问题。这正是儒学再次崛起的契机，因为儒学才是关注人类最根本问题的思想。儒学的共生主义正体现在‘达己必先达人’的精神中。” 在新加坡，从80年代就开始推行以中国儒家传统文化为中心内容的“文化再生”运动。1982年春节，李光耀总理就号召新加坡人民保持和发扬中华民族儒家的传统道德，并把“忠孝仁爱礼义廉耻”作为政府必须坚决贯彻执行的“治国之道”。教育当局宣布在中学三、四年级开设《儒家伦理》课，以培养具有儒家伦理道德观念和价值观念的一代人。1988年10月，第一副总理吴作栋又提议把儒家东方价值观提升为国家意识，并使之成为每个公民的行动指南。1990年2月，新加坡政府发表了充满儒家伦理精神的《共同价值白皮书》。该书提出了五大共同价值观为：（1）国家至上，社会为先；（2）家庭为根，社会为本；（3）关怀扶持，同舟共济；（4）求同存异，协商共识；（5）种族和谐，宗教宽容。在韩国，儒学思想早在汉唐时代就传入朝鲜半岛，影响很大。创建于公元992 年的国子监，1398年更名为成均馆，1946 年改建为成均馆大学。该校现在仍以儒学为宗旨，以仁义礼智为校训。该校一年级学生都必须学习《儒学原理》。中央有成均馆，各郡县则设乡校300多所，利用寒暑假对中小学生进行儒家修身和忠孝仁爱的道德教育和行为规范教育。并且他们把儒家道德和企业经济发展结合

贵州省遵义市播州区普通高中毕业生和在校学生数量3年数据研究报告2020版

贵州省遵义市播州区普通高中毕业生和在校学生数量3年数据研究报告2020版

序言 本报告以数据为基点对遵义市播州区普通高中毕业生和在校学生数量的现状及发展脉络进行了全面立体的阐述和剖析，相信对商家、机构及个人具有重要参考借鉴价值。 遵义市播州区普通高中毕业生和在校学生数量数据研究报告知识产权为发布方即我公司天津旷维所有，其他方引用我方报告均需注明出处。 遵义市播州区普通高中毕业生和在校学生数量数据研究报告主要收集国家政府部门如中国国家统计局及其它权威机构数据，并经过专业统计分析处理及清洗。数据严谨公正，通过整理及清洗，进行遵义市播州区普通高中毕业生和在校学生数量的分析研究，整个报告覆盖普通高中学校数量，普通高中毕业生数量，普通高中在校学生数量等重要维度。

目录 第一节遵义市播州区普通高中毕业生和在校学生数量现状 (1) 第二节遵义市播州区普通高中学校数量指标分析 (3) 一、遵义市播州区普通高中学校数量现状统计 (3) 二、全省普通高中学校数量现状统计 (3) 三、遵义市播州区普通高中学校数量占全省普通高中学校数量比重统计 (3) 四、遵义市播州区普通高中学校数量（2017-2019）统计分析 (4) 五、遵义市播州区普通高中学校数量（2018-2019）变动分析 (4) 六、全省普通高中学校数量（2017-2019）统计分析 (5) 七、全省普通高中学校数量（2018-2019）变动分析 (5) 八、遵义市播州区普通高中学校数量同全省普通高中学校数量（2018-2019）变动对比分析 (6) 第三节遵义市播州区普通高中毕业生数量指标分析 (7) 一、遵义市播州区普通高中毕业生数量现状统计 (7) 二、全省普通高中毕业生数量现状统计分析 (7) 三、遵义市播州区普通高中毕业生数量占全省普通高中毕业生数量比重统计分析 (7) 四、遵义市播州区普通高中毕业生数量（2017-2019）统计分析 (8) 五、遵义市播州区普通高中毕业生数量（2018-2019）变动分析 (8)

Html、js图片轮播代码

Html、js图片轮播代码 现在基本上每个网站都有一个自动轮播的banner广告图，在没有任何按钮的情况下，图片在规定的时间内进行自动切换。下面是html、js 图片轮播代码详情。 代码效果图实例： 第一秒： 第二秒：

第三秒： 详细代码如下：Html代码部分：

• 
• 
• 

Css代码部分： Javascript代码部分：

贵州市遵义市播州区2020-2021学年七年级(上)期末数学试卷 无答案

2020-2021学年贵州市遵义市播州区七年级（上）期末数学试卷一、选择题（本题共12小题，每小题4分，共48分，在每小题给出的四个选项中只有一项是符合题目要求的，请用2B铅笔把答题卡上对应题目的答案标号涂黑、涂满）1．2020的倒数是（） A．﹣2020B．2020C．D． 2．为满足群众精神文化需要，2016年播州区投入3000万元修建了新图书馆，馆内开设了期刊阅览室、视障读者阅览室、电子阅览室、地方文献室等体验区，其中3000万用科学记数法表示为（） A．3×108B．3×107C．3×106D．3×103 3．若单项式的系数、次数分别是a、b，则（） A．a＝，b＝6B．a＝，b＝7C．a＝，b＝7D．a＝，b＝6 4．如图是一个正方体纸盒的展开图，将它折成正方体后与“乡”字相对的面上的字是（） A．我B．爱C．播D．州 5．下列各组数中，互为相反数的是（） A．+3与|﹣3|B．（﹣3）2与﹣32C．﹣|﹣3|与﹣（+3）D．+（﹣3）与﹣|+3| 6．关于x的方程a﹣x﹣（x+1）＝15的解是x＝﹣2，则a的值是（）A．12B．﹣14C．18D．22

7．下列各式运算结果正确的是（） A．2x+2y＝4xy B．﹣x+x＝﹣2x C．7y2﹣4y2＝3D．8ab2﹣8b2a＝0 8．《九章算术》中有一道“盈不足术”的问题：今有人共买物，人出八，盈三；人出七，不足四，问人数几何？译文为：现有一些人共同买一个物品，每人出8元，还盈余3元：每人出7元，还差4元，问共有几人？设共有x人，所列方程正确的是（） A．8x﹣3＝7x+4B．8x+3＝7x﹣4C．8x﹣4＝7x+3D．3﹣8x＝4+7x 9．中国人最先使用负数，魏晋时期的数学家刘徽在“正负术”的注文中指出，可将算筹（小棍形状的记数工具）正放表示正数，斜放表示负数，如图，根据刘徽的这种表示方法，观察图①，可推算图②所得到的数值为（） A．2B．﹣2C．8D．﹣8 10．下列各式进行的变形中，不正确的是（） A．若3a＝2b，则3a+2＝2b+2B．若3a＝2b，则3a﹣5＝2b﹣5 C．若3a＝2b，则＝D．若3a＝2b，则9a＝4b 11．如果A，B、C三点在同一直线上，且线段AB＝6cm，BC＝4cm，若M为AC的中点，那么A，M两点之间的距离为（） A．5cm B．1cm C．5cm或1cm D．无法确定 12．观察下列式子：1，2，根据你发现的规律，则第10个等式为（） A．9B．11

贵州市遵义市播州区2020-2021学年八年级 上册 期末数学试卷

2020-2021学年贵州市遵义市播州区八年级（上）期末数学试卷 一、选择题（本题共12小题，每小题4分，共48分，在每小题给出的四个选项中只有一项是符合题目要求的，请用28铅笔把答题卡上对应题目的答案标号涂黑、涂满） 1．下列长度的三条线段首尾相连能组成三角形的是（） A．5，6，10B．2，5，8C．5，6，11D．3，4，8 2．下列交通安全标志中，是轴对称图形的是（） A．B． C．D． 3．下列运算正确（） A．a2+a3＝a5B．a2?a3＝a6 C．（a2）3＝a8D．（﹣a）2?a3＝a5 4．若单项式﹣8x a y和的积为﹣2x5y6，则ab的值为（） A．﹣15B．2C．15D．30 5．一副三角板按如图所示放置，BC∥DF，则∠ACF的度数为（） A．10°B．15°C．20°D．25° 6．将0.000025用科学记数法表示为（） A．2.5×10﹣5B．2.5×10﹣6C．2.5×10﹣4D．0.25×10﹣4 7．如图，△ABC是等边三角形，DE‖BC，若AB＝7，BD＝3，则△ADE的周长为（）

A．4B．9C．12D．21 8．一个正多边形，它的一个内角恰好是一个外角的5倍，则这个正多边形的边数是（）A．八B．九C．十D．十二 9．在正方形方格纸中，每个小方格的顶点叫做格点，以格点连线为边的三角形叫做格点三角形如图是5×7的正方形方格纸，以点D，E为两个顶点作格点三角形，使所作的格点三角形与△ABC全等，这样的格点三角形最多可以画出（） A．2个B．4个C．6个D．8个 10．若关于x的方程＝有解，则（） A．m＜3B．m≥3C．m≠3D．m＞3 11．如图，在△ABC中，AD平分∠BAC，AB＝10，AC＝8，则△ABD与△ACD的面积比为（） A．5：4B．3：4C．4：5D．4：3 12．如图，在△ABC中，AC＝BC＝8，∠ACB＝120°，BD平分∠ABC交AC于点D，点E、F分别是线段BD，BC上的动点，则CE+EF的最小值是（）

超级漂亮的jQuery焦点图广告轮播特效

超级漂亮的jQuery 焦点图广告轮播特效插件jCarousel 来源：原创 作者:JS 代码网 时间:2014-04-15 访问: 下载次数： 超级漂亮的jQuery 焦点图广告轮播特效插件jCarousel ，很棒的jQuery 插件，支持带缩略图左右切换， 支持Ajax 加载数据，响应式布局，支持移动端触屏，强大的API 参数配置功能以及函数回调功能，支 持自定义动画速度和动画模式，支持轮播方向定义，还是很不错的，推荐学习和使用。 使用方法： 1.加载jQuery 和插件 1 2 3 2.HTML 内容 01

3.函数调用 view source

贵州省遵义市播州区人均地区生产总值和乡村从业人员数量3年数据洞察报告2020版

贵州省遵义市播州区人均地区生产总值和乡村从业人员数量3年数据洞察报告2020版

报告导读 本报告对遵义市播州区人均地区生产总值和乡村从业人员数量做出全面梳理，从人均地区生产总值，乡村从业人员数量等重要指标切入，并对现状及发展态势做出总结，以期帮助需求者找准潜在机会，为投资决策保驾护航。遵义市播州区人均地区生产总值和乡村从业人员数量数据洞察报告知识产权为发布方即我公司天津旷维所有，其他方引用我方报告均需注明出处。本报告借助客观的理论数据为基础，数据来源于权威机构如中国国家统计局等，力求准确、客观、严谨，透过数据分析，从而帮助需求者加深对遵义市播州区人均地区生产总值和乡村从业人员数量的理解，洞悉遵义市播州区人均地区生产总值和乡村从业人员数量发展趋势，为制胜战役的关键决策提供强有力的支持。

目录 第一节遵义市播州区人均地区生产总值和乡村从业人员数量现状 (1) 第二节遵义市播州区人均地区生产总值指标分析 (3) 一、遵义市播州区人均地区生产总值现状统计 (3) 二、全省人均地区生产总值现状统计 (3) 三、遵义市播州区人均地区生产总值占全省人均地区生产总值比重统计 (3) 四、遵义市播州区人均地区生产总值（2017-2019）统计分析 (4) 五、遵义市播州区人均地区生产总值（2018-2019）变动分析 (4) 六、全省人均地区生产总值（2017-2019）统计分析 (5) 七、全省人均地区生产总值（2018-2019）变动分析 (5) 八、遵义市播州区人均地区生产总值同全省人均地区生产总值（2018-2019）变动对比分析 (6) 第三节遵义市播州区乡村从业人员数量指标分析 (7) 一、遵义市播州区乡村从业人员数量现状统计 (7) 二、全省乡村从业人员数量现状统计分析 (7) 三、遵义市播州区乡村从业人员数量占全省乡村从业人员数量比重统计分析 (7) 四、遵义市播州区乡村从业人员数量（2017-2019）统计分析 (8) 五、遵义市播州区乡村从业人员数量（2018-2019）变动分析 (8)