题目
What is the price impact of a 10 basis point increase in yield on a 10-year par bond with a modified duration of 7 and convexity of 50?
选项
A.-0.705%
B.-0.700%
C.-0.698%
D.-0.690%
答案
C
解析
Answer: C「huixue_img/importSubject/1564170385161850880.png」