An analyst uses a valuation model to estimate the value of an option-free bond at 92.733 to yield 11%. If the value is 94.474 for a 60 basis point decrease in yield and 9041 for a 60 basis point increase in yield, the effective duration of the bond is closest to:

[单选题]An estimate of the price change for an option-free bond caused by a 1% decl

[单选题]An analyst determines that an 8% option-free bond, maturing in 2015, would

[单选题]An analyst gathered the following information about two option-free bonds t

[单选题]Consider a 5-year option-free bond that is priced at a discount to par valu

[单选题]The duration and convexity of an option-free bond priced at $90.25 are 10.3

[单选题]The duration and convexity of an option-free bond priced at $90.25 are 10.3

[单选题]For an option-free bond, if yields increase by 200 basis points, the parts

[单选题]Compared with an otherwise identical option-free bond, when interest rates

[单选题]The effect on a bond portfolio's value of a decrease in yield would be most

[单选题]The duration and convexity of an option-free bond priced at $90.25 are 10.3