[单选题]

The option-free bonds issued by ALS Corp. are currently priced at 108.50.Based on a portfolio manager's valuation model,a 1bp increase in interest rates will result in the bond price falling to108.40,Whereas a 1bp decrease in interest rates will result in the bond price rising to 108.59.The price value of a basis point(PVBP)for the bonds is closest to:

A.0.190.

B.0.095.

C.0.088.

参考答案与解析:

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