NO.PZ202305230100004904
问题如下：
If the yields-to-maturity for all three bonds were to increase by 100 bps, which bond has the greatest anticipated decrease in price?
选项：
A.Bond One
Bond Two
Bond Three
解释：
B is correct.
能解释下这道题吗，modified duration 什么意思
pzqa015 · 2023年11月18日
嗨，努力学习的PZer你好：
modified duration是利率变动△y，债券价格的变动幅度。△P/P=-modified duration*△y，如果利率上涨相同幅度，modified duration大的，债券收益率下的多，money duration=modified duration*MV，如果利率上涨相同幅度，money duration大的，债券value下降的最多，这道题问的是great decrease in price，选择债券value下降最多的，所以，应该计算money duration，选择money duration最大的。
解析里面的计算不准确，以下图为准吧
----------------------------------------------就算太阳没有迎着我们而来，我们正在朝着它而去，加油！
Chinazdk · 2024年02月13日
一共要分8期 半年付息
NO.PZ202305230100004904 问题如下 If the yiel-to-maturity for all three bon were to increase 100 bps, whibonhthe greatest anticipatecrease in price? A.BonOne B.BonTwo C.BonThree B is correct. 价格与收益率曲线有涨多跌少的特性，三只债券的收益率不同，对应相同收益率波动幅度不同，收益率低的价格波动大
NO.PZ202305230100004904问题如下 If the yiel-to-maturity for all three bon were to increase 100 bps, whibonhthe greatest anticipatecrease in price? A.BonOneB.BonTwoC.BonThree B is correct. 解析money ration为何用mofie以 50？
NO.PZ202305230100004904 问题如下 If the yiel-to-maturity for all three bon were to increase 100 bps, whibonhthe greatest anticipatecrease in price? A.BonOne B.BonTwo C.BonThree B is correct. 能下这道题及知识点吗
NO.PZ202305230100004904问题如下 If the yiel-to-maturity for all three bon were to increase 100 bps, whibonhthe greatest anticipatecrease in price? A.BonOneB.BonTwoC.BonThree B is correct. 最后一行change in value怎么计算？