问题如下图:
选项:
A.
B.
C.
解释:
这题是因为涨多跌少 是绝对值 价格反向变化 所以涨少跌多吗?
NO.PZ2016031001000060 less th5%. more th5%. B is correct. The bonpriis most likely to change less th5%. The relationship between bonprices anmarket scount rate is not linear. The percentage prichange is greater in absolute value when the market scount rate goes wn thwhen it goes up the same amount (the convexity effect). If a 100 basis point crease in the market scount rate will cause the priof the bonto increase 5%, then a 100 basis point increase in the market scount rate will cause the priof the bonto cline amount less th5%.凸性应该是涨多跌少,这题利率涨5%,价格不应该涨的高于100bp吗
老师你好,这道题目怎么理解呢,谢谢解答