Q57. An 8% coupon bond with a par value of $100 matures in 6 years and is selling at $95.51 with a yield of 9%. Exactly one year age this bond sold at a price of $90.26 with a yield of 10%. The bond pays annual interest. The change in price attributable to the change in maturity is closest to:
A. $0.54
B. $1.03.
C. $4.22
D. $5.25
答案和详解如下：
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[2007 CFA level 1模拟真题]Version 2 Questions－Q57
发表于 2007-11-5 19:23
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