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> 关于凸性的说法，以下错误的是（）。 A 价格—收益率曲线是债券价格变动与到期收益之间的关系 B 价格—收益率曲线的曲率是债券的凸性 C 价格—收益率曲线中收益率升高时，久期估算价格的下降幅度小于实际价格的下降幅度 D 凸性对投资者是有利的

问题：

发布时间：2024-09-12

关于凸性的说法，以下错误的是（）。

A

价格—收益率曲线是债券价格变动与到期收益之间的关系

B

价格—收益率曲线的曲率是债券的凸性

C

价格—收益率曲线中收益率升高时，久期估算价格的下降幅度小于实际价格的下降幅度

D

凸性对投资者是有利的

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