23. 假設一債券其面額$100,000,市價$120,000,修正存續期間(Modified Duration)為10,凸率(Convexity)為200,若市場利率下跌0.5%,估計該債券的價格約會上漲:
(A) $5,250
(B) $5,700
(C) $6,000
(D) $6,300
答案:登入後查看
統計: A(20), B(22), C(23), D(58), E(0) #2561283
統計: A(20), B(22), C(23), D(58), E(0) #2561283