如题！！

谢谢！

怎么没有人帮我，只能自己坐沙发哭了！！

LZ 你在哪里看到这样的描述了？

就只有这一句话？

你看一下久期的定义就知道啊

To LZ,

When we talk about duration/risk, we have to look at the return/reward. There is always a problem, return vs. risk. While we are bearing a risk as investing in certain securities, we must be rewarded with some kind of return. In this case, regular coupon payment could be one of this kind. In other words, bonds with coupon payment have smaller duration than zero-coupon bonds provided other risks are the same, i.e. default risk, interest risk.

Hopefully, above makes sense to you.

Let's cheer up.