题目
A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon will be paid 6 months from now. Which number below is closest to the bond’s Macaulay duration?
选项
A.1.023 years
B.1.457 years
C.1.500 years
D.2.915 years
答案
B
解析
「huixue_img/importSubject/1564169522250911744.png」