[一級估值與風(fēng)險模型] 老師，這道題為什么久期越大價格越高呢

userld475h 發(fā)布于：2019-10-24 18:08:33 瀏覽606次   FRM FRM Part I
52 As the maturity of a bond rises its price sensitivity:? ? A. falls? ? B. rises? ? C. stays constant? ? D. rises or falls depending on the relative level of coupon? ? Answer: B As the maturity of the bond rises its duration gets longer and therefore its price sensitivity increases.
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李老師-Lisy 發(fā)布于2019-10-25 11:26:18

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