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Olivia.W🌸 · 2023年11月30日

最后一行change in value怎么计算？

  1. CFA I
  2. Fixed Income

* 问题详情，请 查看题干

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

B.

Bond Two

C.

Bond Three

解释：

B is correct.


最后一行change in value怎么计算？

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1 个答案

吴昊_品职助教 · 2023年12月01日

嗨，爱思考的PZer你好：


运用下列公式，现在利率变化是100bps=1%，注意利率上升，债券价格是下降的。

Bond one：-176.960×1%= -1.7696 ≈ -1.770

Bond two：-182.609×1%= -1.82609 ≈ -1.826

Bond three：-179.253×1%= -1.79253 ≈ -1.793

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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