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What is the price impact of a 10 basis p...

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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」