問題詳情
23.假設一債券其面額$100,000，市價$120,000，修正存續期間(Modified Duration)為10，凸率(Convexity)為200，若市場利率下跌0.5%，估計該債券的價格約會上漲：
(A) $5,250
(B) $5,700
(C) $6,000
(D) $6,300
(A) $5,250
(B) $5,700
(C) $6,000
(D) $6,300
參考答案
答案：D
難度：困難0.2
書單：沒有書單，新增
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