单选题 An analyst does research about duration and gathers the following information about the price sensitivity of an option-free bond:
Yield Change Price
Increase 25 basis points 92.4
Decrease 25 basis points 95.9
If the bond's current price is 93.8, the duration is closest to:
A. 3.73
B. 7.46
C. 14.92

【正确答案】 B
【答案解析】[解析] 久期≈(95.9-92.4)/(2×93.8×0.0025)=7.46。