问题
单项选择题
An analyst does research about price value of a basis point (PVBP). With respect to a coupon bond, the duration is 8.61, and the current price of the bond is $101.35. The price value of a basis point (PVBP) of the bond is closest to:（）
A. $0.0861
B. $0.0873
C. $0.1014
答案
参考答案：B
解析：
8.61×0.0001×$101.35=$0.0873