NO.PZ2023120801000073
问题如下:
A portfolio manager is assessing the interest rate risk of three
bonds as she considers making an investment of USD50 million. All three bonds
are issued on 1 June 2026 and mature on 1 June 2030, and they have the
following characteristics:
The modified
duration for Bond Two is closest to:
选项:
A.3.59
B.3.65
C.3.78
解释:
Correct Answer: B
cash flow 为什么都是1.5?