问题详情

Abondissellingfor98.6.Itisestimatedthatthepricewillfallto97.0ifyieldsrise30bpsandthatthepricewillriseto100.5ifyieldsfall30bps.Basedontheseestimates,thedurationofthebondisclosest:
A.5.92.
B.1.78
C.2.96.