[单选题]

An analyst has determined that if market yields rise by 100 basis points, a certain high-grade corporate bond will have a convexity effect .of 75%. Further, she's found that the total estimated percentage change in price for this bond should be -13.35%. Given this information, it follows that the bond's percentage change in price due to duration is:

A.-15.10%.

B.-11.60%.

C.+16.85%.

参考答案与解析: