key rate 何时用？

问题如下：

A colleague asks whether you also considered looking at the key rate durations when comparing the interest rate risks of Bond A and Bond B. Would research into key rate durations for Bond A and Bond B help you make a better decision about the interest rate risk of the two bonds?

选项：

A.

Yes

B.

No

C.

Inconclusive

解释：

B is correct. Since both bonds mature in one year, key rate duration analysis would not give you any additional insight, since both bonds would undergo the same shift in the curve.