问题 单项选择题

Assuming a flat term structure of interest rates of 5 percent, the duration of a zero-coupon bond with 5 years remaining to maturity is closest to:()

A. 5.00.

B. 4.35.

C. 6.34.

答案

参考答案:A

解析:

The duration of a zero coupon bond is approximately equal to its time to maturity.

判断题
单项选择题