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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2693691
1. A bond is currently trading for $109.246 per $100 of par value. If the bond's yield to maturity falls by 25 bps, the bond's full price is expected to rise to $110.481. If the bond's yield to maturity rises by 25 bps, the bond's full price is expected to fall to $108.029. The bond's approximate convexity is closest to:
  • A.0.066.
  • B.400.066.
  • C.26.363.

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