NO.PZ202305230100004901
问题如下:
A portfolio manager is assessing the interest rate risk of three bonds as she considers making an investment of USD50 million. All three bonds are issued on 1 June 2026 and mature on 1 June 2030, and they have the following characteristics:
The Macaulay duration, in years, for Bond One is closest to:
选项:
A.3.54
B.3.59
C.3.78
解释:
B is correct.
如题