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%。

单项选择题
判断题