FRM1经典题P40 Duration &Convexity

实在无法上传图片。

2.7 MTGE4. MTGE7.MTGE10 are motgage-backed securities that pay 4%,7% and 10%coupons, respectively Prevailing mortgage rates are 10%. Assume theses securities have the same maturity and coupon frequency,which of the following is correct?

D. As rates fall, MTGE10 price change approximations using the duration-convexity method are likely to be better than MTGE4 price change approximations.

题目如上

同学，图片还是显现不出来。

嗨，爱思考的PZer你好：

同学，你的截图没有显示出来，能再上传一下你的问题嘛？

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