题目
The modified duration is 10.46 years of a bond with a current price of $716.38. What is the bond's DV01?
选项
A.$0.40
B.$0.75
C.$1.25
D.Need more information (yield, maturity)
答案
B
解析
DV01 = modified duration × Price / 10,000 = 10.46 × 716.38 / 10,000 = $0.74933DV01 = modified duration × Price / 10,000 = 10.46 × 716.38 / 10,000 = $0.74933