单选题
编号：2693279
1. A long-term bond investor with an investment horizon of 8 years invests in option-free, fixed-rate bonds with a Macaulay duration of 10.5. The investor most likely currently has a:
- A.Positive duration gap and is currently exposed to the risk of lower interest rates.
- B.Negative duration gap and is currently exposed to the risk of higher interest rates.
- C.Positive duration gap and is currently exposed to the risk of higher interest rates.