[单选题]

A bond is selling for 98.2. It is estimated that the price will fall to 96.6 if yields rise 30 bps and that the price will rise to 100.1 if yields fall 30 bps. Based on these estimates, the duration of the bond is closest to:

A.1.78.

B.5.94.

C.11.88.

参考答案与解析:

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