You are using key rate shifts to analyze the effect of yield changes on bond prices. Suppose that the 10 – year yield has increased by 10 basis points and that this shock decreases linearly to zero for the 20-year yield. What is the effect of this shock on the 14-year yield?
选项:
A:Increase of 0 basis points
B:Increase of 4 basis points
C:Increase of 6 basis points
D:Increase of 10 basis points
发布时间:2024-06-07 10:22:34