[一级估值与风险模型] 老师,这道题为什么久期越大价格越高呢

userld475h 发布于:2019-10-24 18:08:33 浏览551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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李老师-Lisy 发布于2019-10-25 11:26:18

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