NO.PZ2019070101000054
问题如下:
The following table gives information about a zero-coupon bond. Based on the table, the key rate duration for a 10-year shift is close to?
选项:
A.-6.76.
B.6.76.
C.-4.84.
D.4.84.
解释:
D is correct
考点:Key Rate Duration
解析:
这道题不明白,明明利率上升价格是下降的,久期应该是负的,为什么这里是正的