问题
单项选择题
An analyst does research about duration and gathered the following information about an option-free boncl with $10000000 face value, $9500000 market value and a duration of 3.2. If the yield on this bond immediately increased by 25 base points, the new price of this bond based solely on duration would be closest to:
A. $9196000
B. $9424000
C. $9920000
答案
参考答案：B
解析： $9500000×(1-0.25%×3.2)=$9424000。