If a Treasury bond has a duration of 10.27 and a convexity of 71.51. Which of the following is closest to the estimated percentage price change in the bond for a 125 basis point increase in interest rates? A. -13.956%. B. -9.325%. C. -11.718%.
If a Treasury bond has a duration of 10.27 and a convexity of 71.51. Which of the following is closest to the estimated percentage price change in the bond for a 125 basis point increase in interest rates?
A、 -13.956%.
B、 -9.325%.
C、 -11.718%.
发布时间:2026-02-04 17:35:12