A bond has duration of 5.4 and convexity of -41.30. If interest rates increase by 0.5%,
A. -2.85%
B. -2.80%
C. -2.75%
A. -2.85%
B. -2.80%
C. -2.75%
A. approximately 0.37%.
B. approximately 3.7%.
C. exactly 0.37%.
A. -0.175%
B. 0.175%
C. 0.0075%
A、-62.93 bps
B、-20.75 bps
C、361.88 bps
D、空
A. modified duration
B. Macaulay duration
C. effective duration
A、Effective duration
B、Modified duration
C、Macaulay duration
D、空
A.increases.
B.decreases.
C.stays the same.
Which of the following is not true of duration?______.
A.Duration is a weighted average of the maturities of the cash payments.
B.All else being equal, the longer the term to maturity of a bond, the longer its duration.
C.All else being equal, when interest rates rise, the duration of a coupon bond rises.
D.All else being equal, the higher the coupon rate on the bond, the shorter the bond's duration.
A. 3.9
B. 4.0
C. 5.8
A.12.25.
B.8.41.
C.7.42.
D.9.53.
A. less time consuming.
B. easier to model.
C. more accurate.
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