不含权债券也是利率上升比下降斜率来的大，为何duration一样？

问题如下：

Note: bond has a remaining maturity of three years, annual coupon payments, and a credit rating of BBB.

For the BI bond, one-sided:

选项：

up-duration will be greater than one-sided down-duration.

down-duration will be greater than one-sided up-duration.

up-duration and one-sided down-duration will be about equal.

解释：

C is correct.

考点：考察对One-side duration的理解

解析：

BI债券是一种不含权债券，单边上升久期和单边下降久期对于不含权债券而言大致相等。