callable bonds对 Duration 的影响？

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有这么一题：
Long term treasury bonds are currently selling at YTD of 8%. and you expect it will fall. if you are correct, which of the following bond is a better investment?
a. coupon rate 4% and maturity 20 yrs, callable at 105
b. coupon rate 8% and maturity 20 yrs, callable at 105

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关键词：Duration callable ration ATION ratio Duration bonds callable

hydeway 发表于 2010-4-20 12:42
有这么一题：
Long term treasury bonds are currently selling at YTD of 8%. and you expect it will fall. if you are correct, which of the following bond is a better investment?
a. coupon rate 4% and maturity 20 yrs, callable at 105
b. coupon rate 8% and maturity 20 yrs, callable at 105

a. it has more room to grow..