問題詳情
35. 關於債券凸性的說明，下列何者有誤？
(A)當殖利率上升時，凸性係數變小
(B)殖利率及票面利率相同的債券，到期年限越長，凸性係數越大
(C)殖利率及到期年限相同的債券，票面利率越低，凸性係數越小
(D)凸性係數越大的債券，當殖利率下跌時，債券價格上漲的幅度越小，當殖利率上升時，債券價格下跌的幅度越大
(A)當殖利率上升時，凸性係數變小
(B)殖利率及票面利率相同的債券，到期年限越長，凸性係數越大
(C)殖利率及到期年限相同的債券，票面利率越低，凸性係數越小
(D)凸性係數越大的債券，當殖利率下跌時，債券價格上漲的幅度越小，當殖利率上升時，債券價格下跌的幅度越大
參考答案
答案：D
難度：計算中-1
書單：沒有書單，新增
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