试题与答案

某商业银行的资产负债表上,资产为500亿元。负债为400亿元,资产的加权平均久期为4

题型:单项选择题

题目:

某商业银行的资产负债表上,资产为500亿元。负债为400亿元,资产的加权平均久期为4年,负债的加权平均久期为6年,则当市场利率从6%上升到7%时,该商业银行最终的市场价值变化量为( )亿元。

A.3.77
B.49.06
C.3.74
D.41.51

答案:

参考答案:A

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B.constitute

C.furnish

D.provoke

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