问题如下图:
选项:
A.
B.
C.
解释:
请问老师如果题目问涉及A 选项是不是A的duration 还大于B,A 会有更大幅价格变化?
NO.PZ2016031001000061问题如下All three bon are currently trang pvalue.Relative to Bonfor a 200 basis point crease in the requirerate of return, BonB will most likely exhibit a (n): A.equpercentage prichange. B.greater percentage prichange. C.smaller percentage prichange. B is correct.Generally, for two bon with the same time-to-maturity, a lower coupon bonwill experiena greater percentage prichange tha higher coupon bonwhen their market scount rates change the same amount. BonB anBonC have the same time-to-maturity (5 years); however, BonB offers a lower coupon rate. Therefore, BonB will likely experiena greater percentage change in priin comparison to BonC.考点coupon effect解析coupon effect表明对于maturity一样的债券,coupon rate较小的债券,其价格改变较大,也就是债券B相对于债券C,价格变化更大。故B正确。 发现视频里这一页没有讲,怎么理解Coupon rate下降,升?和P0有关系吗?
老师,在52里面好像没有听到久期,请问对应的课程在什么地方有讲到呢?
题目中所给的 require rate of return是不是一个 干扰条件。 其实 只需要考虑 coupon rate的大小, 小的 coupon rate有大的 ration。是吧?