Scenario 2: Interest rate volatility remains at current levels, and the yield curve flattens further, with rates in the zero- to one-year maturity rising and rates in the two-year maturity and above declining.”
Q. If interest rates change as described in Scenario 2, it is most likely that Bond A:
- and Bond B will rise but more rapidly than the straight bond.
- will rise less rapidly than the straight bond and Bond B will rise more rapidly than the straight bond.
- and Bond B will rise but less rapidly than the straight bond.
长短期利率变化方向不同，对callable bond和putable bond的影响是？请结合这题目讲一下，同一个bond利率变化不同，不同类型含权债券的影响应该不一样吧？为什么答案是3
