题目
An increase in which of the following factors will increase the duration of a fixed-rate coupon bond?
选项
A.Yield-to-maturity
B.Maturity
C.Coupon value
D.Coupon frequency
答案
B
解析
All else being equal, duration increase for longer maturities, lower coupons, and lower yields在其他条件不变的情况下，期限越长，票息越低，收益率越低，久期越大