NO.PZ2023091701000040
问题如下：
Consider the following three methods of estimating the profit and loss (P&L) of a bullet bond: full repricing, duration (PV01), and duration plus convexity. Rank the methods to estimate the P&L impact of a large negative yield shock from the lowest to the highest.
选项：
A.Duration, duration plus convexity, full repricing
B.Duration, full repricing, duration plus convexity C.Duration plus convexity, duration, full repricing D.Full repricing, duration plus convexity, duration estimating解释：
当利率大规模下降，用duration算出来的价格变动应该是最大的呀。 为什么不是算D 呢？
