NO.PZ2023120801000076
问题如下：
Using the information below, which bond has the greatest money duration per 100 of par value assuming annual coupon payments and no accrued interest?
选项：
A.
Bond A
B.
Bond B
C.
Bond C
解释：
Correct Answer: B
MoneyDur of Bond A = 5.42 x 85.00 = 460.70
MoneyDur of Bond B = 8.44 x 80.00 = 675.20
MoneyDur of Bond C = 7.54 x 85.78 = 646.78
如果题目说有accrued interest，计算时是不是要乘以（par value+accrued interest）？
