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[求助]请教一道一级练习题

Which of the following bonds would be the best one to own if the yield curve shifts down by 50 basis points at all maturities?

 

A. 4-year 8%, 8% YTM

B. 5-year 8%, 7.5% YTM

C. 5-year 8.5%, 8% YTM

 

请问这个该怎么选呢?

the bond withe the biggest duration will benefit the holeder the most from the decreasing of yield curve. so we should choose B.

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