NO.PZ2023091701000031
问题如下:
A portfolio manager uses her valuation model to estimate the value of a bond portfolio at USD 125.482 million. The term structure is flat. Using the same model, she estimates that the value of the portfolio would increase to USD 127.723 million if all interest rates fell by 30 basis points and would decrease to USD 122.164 million if all interest rates rose by 30 basis points. Using these estimates, the effective duration of the bond portfolio is closest to:
选项:
A.7.38
B.8.38
C.14.77
D.16.76
解释:
请问怎么找到V-和V+