单选题
The modified duration of a bond is 6.45. The percentage change in price using duration for a yield decrease of 50 basis points is closest to:
A、
-3. 225%
B、
2.432%
C、
3.225%
【正确答案】
C
【答案解析】
[解析] 债券价格变动的百分比=-修正久期×收益率变动百分比 =-6.45×(-0.5%) =3.225%
提交答案
关闭