A bond is selling for 98.6. It is estimated that t
A bond is selling for 98.6. It is estimated that the price will fall to 97.0if yields rise 30 bps and that the price will rise to 100.5 if yields fall 30 bps. Based on these estimates, the duration of the bond isclosest:
A.5.92.
B.1.78
C.2.96.
参考解答
4j8***102
2024-11-14 23:29:09
Ans:A;
Duration
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