chapter 7
1, Suppose the bond XYZ has a duration of 10, and the bond is currently trading at $1000. If the interest rate rises 1%, the bond price is closet to…
A, $960.3 B,$970.1 C, $900.0 D, None of above is correct 正确答案是C
请问老师，是否使用 “PV= FV/ (1+r)N次方”公式？ 如何计算？谢谢
1个回答
同学，你好：
本题需要根据duration的定义：A measure of bond price volatility.
The approximate percentage change
in the price or value of a bond or bond
portfolio for a 1% point change in
interest rates. The higher the duration
of a bond the greater its risk.
durtation=10, 利率上升1%，价格下降10%
1000- 1000*10%=900
下次有问题可以直接私信世达助教。
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