問題詳情
22.某公司投資甲、乙兩債券(均為每年付息一次)，甲債券市值600萬，殖利率5%，存續期間(Duration) 2.1年﹔以及乙債券市值400萬，殖利率8%，存續期間5.4年。請問該債券組合的價格存續期間(Dollar Duration)最接近多少？
(A) $3,200萬
(B) $3,420萬
(C) $3,500萬
(D) $3,640 萬
(A) $3,200萬
(B) $3,420萬
(C) $3,500萬
(D) $3,640 萬
參考答案
答案：A
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