2. 职称英语
  3. Which of the following is not true of duration?______.A、Duration is a weighted a

Which of the following is not true of duration?______.A、Duration is a weighted a

游客2025-06-20  39
问题 Which of the following is not true of duration?______.
选项 A、Duration is a weighted average of the maturities of the cash payments.
B、All else being equal, the longer the term to maturity of a bond, the longer its duration.
C、All else being equal, when interest rates rise, the duration of a coupon bond rises.
D、All else being equal, the higher the coupon rate on the bond, the shorter the bond’s duration.
答案 C
解析 答案为B项。adverse selection“逆向选择”。签约前如交易双方信息不对称，将导致信息不真实或信息较少的一方(不知情者)倾向于作出错误的选择——逆向选择。故本题选B项。
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