做的对

凸度对价格比例的贡献是不是应该是DP/P=凸度*DY^2,如果是的话算出来似乎不是1。35%呢？是否哪里考虑不周，请楼上的给出详细的步骤

我也是用同样的方法，但与答案不符。还请2楼的兄弟明示，谢谢！

hehe! The answer is wrong. There is the same one in exam flash back in Notes 5 (page 122). But the 凸度 is 60. The answer is 1.35%. Off course, you can said "Professor's Note: Different dealers may calculate the convexity measure differently. Often the measure is calculated in a way that requires us to divide the measure by two in order to get the correct convexity adjustment. For exam purposes, the formula we've shown here is the one you need to know. (See Exam flashbacks #9)" (Page 118)

Stick with Notes.

hehe!  The answer is wrong.  There is the same one in exam flash back in Notes 5 (page 122).  But the 凸度 is 60.  The answer is 1.35%.   Off course, you can said "Professor's Note:  Different dealers may calculate the convexity measure differently.  Often the measure is calculated in a way that requires us to divide the measure by two in order to get the correct convexity adjustment.  For exam purposes, the formula we've shown here is the one you need to know.  (See Exam flashbacks #9)" (Page 118)Stick with Notes.