An international bond investor has gathered the following information on a 10-year, annual-pay U.S. corporate bond: Currently trading at par value Annual coupon of 10% Estimated price if rates increase 50 basis points is 96.99% Estimated price is rates decrease 50 basis points is 103.14% The bond’s duration is closest to:
A: 3.14.
B: 6.15.
C: 6.58.
发布时间:2024-05-24 19:50:02