A-A+ A bond has duration of 5.4 and convexity of -4 2022-02-01 11:52:31 问答库 阅读 问题详情 A bond has duration of 5.4 and convexity of -41.30. If interest rates increase by 0.5%, the percentage change in the bond’s price will beclosest to:A. -2.85%B. -2.80%C. -2.75% 参考答案 查看解答