这题的答案是不是错了？怎么Macaulay duration 算出来等于13.478，duration gap=13.478-8=5.478
怎么到答案相减的是时候就变成13.748了？
发亮_品职助教 · 2018年06月03日
更正一下答案。忽略选项。Duration gap是5.478。
The duration gap is a bond's Macaulay duration minus the investment horizon.
已知Approximate modified duration是12.480，平价发行债券的YTM是8%，
Approximate macaulay duration = 12.480 × 1.08 = 13.478
Duration gap = macaulay duration - investment horizon = 13.478 - 8 = 5.478