[問題] Duration的問題
看板CFAiafeFSA (精算師/基金經理人/銀行家)作者aoky791009 (Cookie)時間11年前 (2014/04/26 21:40)推噓2(2推 0噓 5→)留言7則, 4人參與討論串1/1
A newly issued non-callable fixed-rate bond with 30 year maturity carries a
coupon rate of 5.5% and trades at par. Its duration is 15.33 years and its
convexity is 321.03. Which of the following statements about this bond is true?
A. If the bond were to start trading at a discount, its duration would decrease
B. If the bond were to start trading at a premium, its duration would decrease.
C. If the bond were to start trading at a discount, its duration would not change.
D. If the bond were to remain at par, its duration would increase as the bond aged.
答案是A，不懂他的意思，及如何判斷
感謝指教
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推
04/26 21:59, , 1F
04/26 21:59, 1F
→
04/26 22:00, , 2F
04/26 22:00, 2F
→
04/26 22:40, , 3F
04/26 22:40, 3F
推
05/02 20:49, , 4F
05/02 20:49, 4F
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05/02 22:22, , 5F
05/02 22:22, 5F
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05/02 22:22, , 6F
05/02 22:22, 6F
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05/02 22:22, , 7F
05/02 22:22, 7F
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