NO.PZ2023120801000073
问题如下:
A portfolio manager is assessing the interest rate risk of threebonds as she considers making an investment of USD50 million. All three bondsare issued on 1 June 2026 and mature on 1 June 2030, and they have thefollowing characteristics:
The modifiedduration for Bond Two is closest to:
选项:
A.
3.59
B.
3.65
C.
3.78
解释:
Correct Answer: B
真实考试中会出现这种大运算量的题目不?感觉两分钟搞不定?有没有什么其他简算方法?