Reading 54: Term Structure and Volatility of Interest Rates entire, points

youzizhang

 

Q3. If the entire yield curve undergoes a parallel shift such that the rate at all key maturities increases by 50 basis points, what will the value of the portfolio be?

A)   $980,537.50.

B)   $1,019,462.50.

C)   $961,075.00.

mma03

thx

deqiang

 Good.

LegendL

3X

 

沙胖胖

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powerhql

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selvie0818

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suodi

[em50]

maxsimax

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lanmark38

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