问题
单项选择题
Do measures that take into account how the expected cash flows from a bond may change as yields change include: Modified duration Modified convexity（）①A. NoNo ②B. NoYes ③C. Yes No
A. ①
B. ②
C. ③
答案
参考答案：A
解析：
Modified duration and modified convexity assume that expected cash flows do not change as yield change.