问题

问题如下：

For the two bonds under consideration, would analytical duration estimates or empirical duration estimates be most appropriate in conducting your analysis?

选项：

A.

Analytical duration estimates

B.

Empirical duration estimates

C.

Either type of estimate would be appropriate.

解释：

Correct Answer: B

Since both Bond A and Bond B are corporate bonds, they have credit risk, and as such, empirical duration would be the most appropriate because benchmark yields and credit spreads may not be positively correlated.