NO.PZ2023090801000007
问题如下：
Between coupon payments, if the yield-to-maturity does not change, the Macaulay duration of a bond:
选项：
A.
decreases throughout the coupon period.
B.
is constant throughout the coupon period.
C.
increases throughout the coupon period.
解释：
A is correct. During the coupon period, the Macaulay duration declines smoothly until the next coupon period, at which time it jumps.
请问这题题目和知识点如何理解？
