单选题 An analyst does research about price value of a basis point (PVBP). With respect to a coupon bond, the duration is 8.61, and the current price of the bond is $101.35. The price value of a basis point (PVBP) of the bond is closest to:
A. $0.0861
B. $0.0873
C. $0.1014

【正确答案】 B
【答案解析】[解析] 8.61×0.0001×$101.35=$0.0873