问题
单项选择题
An analyst does research about duration. If the interest rate falls by 25 basis points, the price of a bond will be $106.5, and if interest rate rises by 25 basis points, the price of the bond will be $98.8. If the current price of the bond is $101.2, the duration is closest to:（）
A. 7.61
B. 15.22
C. 30.44
答案
参考答案：B
解析：
$(106.5-98.8)/(2×$101.2×0.0025)=$15.22。