这道题的题目在哪里？

问题如下：

Estimate the effect of all rates in the last question increasing by 0.25% using (a) duration and (b) duration plus convexity.

选项：

解释：

The predicted change using duration is

-97.245937×2.784703×0.0025= -0.677003

Using duration plus convexity we get the estimated change as

-97.245937×2.784703× 0.0025+1/2× 97.245937 ×9.349608× 0.0025²= - 0.674161

The actual change is −0.674170, very close to this.