单选题
编号:2692744
1. For an option-free bond, if yields increase by 200 basis points, the parts of the total estimated percentage price change attributable to duration and the convexity adjustment, respectively, will most likely be:
Part of the total estimated Part of the total estimated percentage price
percentage price change change attributable to the convexity
attributable to duration adjustment
- A.Negative Positive
- B.Negative Negative
- C.Positive Positive