问题如下图：
选项：
A. 
B. 
C. 
解释：
老师，这道题我按了两遍计算器，答案算出来都是18.379，发现没有正确答案，就选了个最相近的，还对了。
能不能麻烦老师帮忙确认下？
NO.PZ2018062006000118 问题如下 Peter is a pension funmanager who wants to measure the sensitivity of his pension liabilities to market interest rate changes. Assuming ththe base rate is 9%, a 100 basis point increase in rates up to 10%, ana 100 basis point op in rates wn to 8%. The relateta is presentefollowing:The effective ration of the pension funs liabilities is: A.1.93. B.19.31. C.28.65. B is correct.PV0= 357.5, PV+= 298.1, PV-= 436.2, anΔCurve = 0.0100Effr=436.2−298.12×0.0100×357.5=19.31Effr=\frac{436.2-298.1}{2\times0.0100\times357.5}=19.31Effr=2×0.0100×357.5436.2−298.1=19.31The effective ration of the pension funs liabilities is 19.31.考点effective ration解析需分别求出，由于利率下降100 bps的债券价格V-，和由于利率上升100 bps的债券价格V+。故而求得PV+= 298.1, PV- = 436.2，后代入上述公式即可得到effective ration为19.31，故B正确。 请问像这种情况Y的改变永远是0.01吗
NO.PZ2018062006000118问题如下Peter is a pension funmanager who wants to measure the sensitivity of his pension liabilities to market interest rate changes. Assuming ththe base rate is 9%, a 100 basis point increase in rates up to 10%, ana 100 basis point op in rates wn to 8%. The relateta is presentefollowing:The effective ration of the pension funs liabilities is:A.1.93.B.19.31.C.28.65. B is correct.PV0= 357.5, PV+= 298.1, PV-= 436.2, anΔCurve = 0.0100Effr=436.2−298.12×0.0100×357.5=19.31Effr=\frac{436.2-298.1}{2\times0.0100\times357.5}=19.31Effr=2×0.0100×357.5436.2−298.1=19.31The effective ration of the pension funs liabilities is 19.31.考点effective ration解析需分别求出，由于利率下降100 bps的债券价格V-，和由于利率上升100 bps的债券价格V+。故而求得PV+= 298.1, PV- = 436.2，后代入上述公式即可得到effective ration为19.31，故B正确。 请问▶️Curve是怎么来的？
