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CFA问答
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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: 这道题我按了好几遍计算机,算出的答案都是24.2857,请问是保留小数点的原因吗,考试的时候遇到类似的情况是选最接近的那个答案?
查看试题 已回答老师您好! 关于option的credit risk,教材上讲欧式期权的potential credit risk是期权费,为何上午题2009年的B2小题中,答案给出的是价差,这两种做法有冲突吗?
精品问答
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