2008 CFA Level 1 － Sample 样题(1)－Q56 black, style

8586

Correct answer = C

"Risks Associated with Investing in Bonds," Frank J. Fabozzi
2008 Modular Level I, Vol. 5, p. 271
Study Session 15-63-f
compute and interpret the duration and dollar duration of a bond
The dollar duration = 5.6 x 0.01 x $5,125,000 = $287,000. 

 

 

[此贴子已经被作者于2008-5-19 16:44:14编辑过]

8586

56、A bond portfolio manager owns $5 million par value of a noncallable bond issue. The duration of the bonds is 5.6 and the current market value of the bonds is $5,125,000. The dollar duration of the bonds is closest to:

A. $125,000.

B. $280,000.

C. $287,000.

D. $700,000.

[此贴子已经被作者于2008-11-7 15:07:07编辑过]

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