B is correct because bond investors are concerned about interest rate risk, and duration is a good measure of interest rate risk.
a bonds duration is its: a,half-life. b,price sensitivity to yield changes. c,first derivative of value with respect to its yield. 查看答案 更多"which of these definitions of duration is most relevant to a bond investor? a bonds duration is its:"相关的问题 第1题 6. while definitions o...
Zero-coupon bonds do not pay periodic coupon payments; therefore, the Macaulay duration of a zero-coupon bond is its time-to-maturity.【释义】债券的到期收益率与麦考利久期成反比:到期收益率越高,麦考利久期越短,利率风险越低。较高的到期收益率降低了现金流收到时间的加权平均值,从而降低了麦考利久期。
fankui@gaodun.com
ind the duration of a bond with a settlement date of may 27, 2023, and maturity date november 15, 2034. the coupon rate of the bond is 6.5%, and the bond pays coupons semiannually. the bond is selling at a bond-equivalent yield to ma...
Duration measures the change in the price of a portfolio of bonds if the yields for all maturities change by the same amount; that is, it assumes the slope of the yield curve stays the same.【释义】A是正确的。久期衡量的是如果所有期限的收益率都发生相同幅度的变化,那么一个债券组合的价格变化...
duration is most accurate as a measure of interest rate risk for a bond portfolio when the slope of the yield curve: a.increases. b.decreases. c.stays the same. 查看答案 a.par. b.a discount.
consider a bond with a face value of $1,000, an annual coupon rate of 6 percent, a yield to maturity of 8 percent, and 10 years to maturity. this bond's duration is() a.8.7 years b.7.6 years c.10.0 years d.6.5 years 查看答案 更多"consider a bond with a face value of $1,...
刷刷题APP(shuashuati.com)是专业的大学生刷题搜题拍题答疑工具,刷刷题提供Duration is most accurate as a measure of interest rate risk for a bond portfolio when the slope of the yield curve:A.increases.B.decreases.C.stays the same.的答案解析,刷刷题为用户提
Duration is most accurate as a measure of interest rate risk fora bond portfolio when the slope of the yield curve:[单选题] A. increases. B. decreases. C. stays the same. 相关知识点: 试题来源: 解析 C 正确答案:C 答案解析:“Risks Associated with Investing in Bonds,” Frank J. Fabozzi...