PVBP represents the change in the price of the bond when its yield changes by one basis point, or 0.01%. PVBP=duration×0.0001×bond value. This calculation ignores convexity because for a small change in yield, the curvature of the price-yield relationship typically has no material effect on...
The price value of a basis point (PVBP) of a bond is 0.75. If the yield on the bond goes up by 1 bps, the price of the bond will: A. increase by 0.75. B. increase or decrease by 0.75. C. decline by 0.75. D. is less volatile than a bond with a PBVP of $0.50. 相关...
The price value of a basis point (PVBP) of a bond is 0.75. If the yield on the bond goes up by 1 bps, the price of the bond will:() A. decline by 0.75. B. increase by 0.75. C. increase or decrease by 0.75. 相关知识点: 试题来源: 解析 A Inverse relationships exist bet...
百度试题 题目The price value of a basis point (PVBP) for a 18 year, 8% annual pay bond with a par value of 1,000 and yield of 9% is closest to: A. 0.80. B. 0.44. C. 0.82. 相关知识点: 试题来源: 解析 C 略 反馈 收藏 ...
The price value of a basis point (PVBP) for a 18 year, 8% annual pay bond with a par value of $1,000 and yield of 9% is closest to:A. $0.80.B. $0.44.C. $0.82. 正确答案:C 分享到: 答案解析: PVBP = initial price – price if yield changed by 1 bps. Initial price: Pric...
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The price value of a basis point (PVBP) of a bond is $0.75. If the yield on the bond goes up by 1 bps, the price of the bond will:()A.decline by $0.75.B.increase by $0.75.C.increase
The price value of a basis point (PVBP) for a 7-year, 10 percent semiannual pay bond with a par value of $1000 and yield of 6 percent is closest to:()A.$ 0.28.B.$ 0.92.C.$ 0..的答案是什么.用刷刷题APP,拍照搜索答疑.刷刷题(shuashuati.com)是专业的大学职业
The price value of a basis point (PVBP) of a bond is $0.75. If the yield on the bond goes up by 1 bps, the price of the bond will:() A. decpne by $0.75. B. increase by $0.75. C. increase or decrease by $0.75. 该题目是单项选择题,请记得只要选择1个答案!
The price value of a basis point (PVBP) for a 7-year, 10 percent semiannual pay bond with a par value of $1000 and yield of 6 percent is closest to:() A. $ 0.28.B. $ 0.92.C. $ 0.64. 该题目是单项选择题,请记得只要选择1个答案!正确...
C. greater for a yield decrease.D. unrelated to the bonds convexity. 正确答案:C 分享到: 答案解析: When you calculate the dollar value of a basis point for a 1bp uptick and 1 bp downtick, it is greater for a yield decrease. This is a function of bond convexity. 统计:共计48人...