FI · question
Holding other characteristics constant, a bond with greater modified duration generally has: A. A larger percentage price change for a given small yield change B. A smaller percentage price change for every yield change C. No sensitivity to yield changes
Khi các đặc điểm khác không đổi, trái phiếu có modified duration cao hơn thường có: A. A larger percentage price change for a given small yield change B. A smaller percentage price change for every yield change C. No sensitivity to yield changes
Hiện lời giải / Show answer
Correct answer: A. A larger percentage price change for a given small yield change Correct. Greater modified duration means greater estimated percentage price sensitivity.
Đáp án: A. A larger percentage price change for a given small yield change Đúng. Modified duration cao hơn hàm ý độ nhạy phần trăm ước tính cao hơn.