题目
Assume the coupon curve of prices for Ginnie Maes in June 2001 is as follows: 6 percent at 92; 7 percent at 94, and 8 percent at 96.5. What is the effective duration of this MBS?
选项
A.2.45
B.2.40
C.2.33
D.2.25
答案
B
解析
这道题的计算过程如下：「huixue_img/importSubject/1564170385006661632.png」