单选题 Reynaldo and Apple are training a new analyst, Norah Spears. They ask Spears what she knows about duration and convexity. Spears replies with four statements:
Statement 1: Modified duration is a better measure than effective duration for bonds with embedded options.
Statement 2: The convexity adjustment corrects for the error embedded in the duration.
Statement 3: Modified duration ignores the negative convexity of a callable bond.
Statement 4: Convexity of option-free bonds is always added to duration to modify the errors in calculating price volatility.
Which of the following regarding Spears' statements is TRUE?
  • A. Spears is correct with respect to all four statements.
  • B. Spears is correct with respect to Statement 2, but incorrect with respect to Statement 4.
  • C. Spears is correct with respect to Statement 3, but incorrect with respect to Statement 1.
【正确答案】 C
【答案解析】Effective duration is a better measure than modified duration for bonds with embedded options because modified duration does not explicitly recognize the change in cash flows that will occur in a bond with embedded options as yield changes. Therefore, Statement 1 is incorrect.