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国和好,下面这个题目,实在有点摸不着头脑。请问哪位可以帮我解释下?谢啦
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?
A: Increase of 0 basis points
B: Increase of 4 basis points
C: Increase of 6 basis points
D: Increase of 10 basis points |
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