單項選擇題固定收益投資組合的久期最適合被解釋為()

A、投資組合中債券價格功能的衍生工具
B、在利率變動100個基點的情況下,投資組合價值變動的百分比
C、獲得投資組合現(xiàn)金流現(xiàn)值的加權平均年份數(shù)


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當編制含有風險資產的無杠桿投資組合時,投資者僅需考慮位于下列那條線上的投資組合集()。

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根據(jù)以下數(shù)據(jù):利息率5.90%6.00%6.10%債券價格99.7599.5099.30那么,這個債券的久期最接近()。

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