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.
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发表于 2008-6-1 00:26
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