一种3年期债券的息票率为6%,每年支付一次利息,到期收益率为6%,请计算该债券的久期。如果到期收益率为10%,那么久期等于多少?利用久期计算的债券价格和实际债券价格相差多少?
我的问题:利用久期与债券价格的关系式中draw]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[/draw] 久期、到期收益率代的是6%的久期和收益率还是10%的久期和收益率