单选题
编号:2685955
1. An analyst has determined that if market yields rise by 100 basis points, a certain high-grade corporate bond will have a convexity effect .of 1.75%. Further, she's found that the total estimated percentage change in price for this bond should be -13.35%. Given this information, it follows that the bond's percentage change in price due to duration is:
- A.-15.10%.
- B.-11.60%.
- C.+16.85%.