An analyst does research about duration an

问题单项选择题

An analyst does research about duration and gathers the following information about the price sensitivity of an option-free bond:

If the bond's current price is 93.8, the duration is closest to:（）

A. 3.73

B. 7.46

C. 14.92

答案

参考答案：B

解析：

久期≈(95.9-92.4)/(2×93.8×0.0025)=7.46。