16. 承上題,該債券之Macauley’s Duration(MD)及Modified MD(MMD)分別為:
(A)MD=2.88years,MMD=2.77years
(B)MD=2.77years,MMD=2.66years
(C)MD=2.66years,MMD=2.56years
(D)MD=2.66years,MMD=2.77years
詳解 (共 1 筆)
未解鎖
套公式求存續期D=2899.93/100...
私人筆記 (共 1 筆)
未解鎖
MD =( 1*1000*4.25%...