问题
单项选择题
If yield increases by 8 basis points, the percentage price change of an option-free bond that has duration of 15 is closest to:()
A. -0.12%
B. 0.12%
C. -1.2%
答案
参考答案:C
解析:
-0.0008×15×100%=-1.2%。
If yield increases by 8 basis points, the percentage price change of an option-free bond that has duration of 15 is closest to:()
A. -0.12%
B. 0.12%
C. -1.2%
参考答案:C
解析:
-0.0008×15×100%=-1.2%。