NO.PZ201712110200000403
问题如下:
Based on Exhibit 1, for the BI bond, one-sided:
选项:
A.up-duration will be greater than one-sided down-duration.
B.down-duration will be greater than one-sided up-duration.
C.up-duration and one-sided down-duration will be about equal.
解释:
C is correct.
The BI bond is an option-free bond and one-sided up-duration and one-sided down-duration will be about equal for option-free bonds.
还想问下,涨多跌少的性质,为什么在单边久期这个概念里要忽略?