财会经济>CFA特许金融分析师 > CFA考试(Level Ⅰ) > Study Session 16 Fixed Income Analysis of Risk
CFA考试(Level Ⅰ) - 相关题库
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%.

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