Assume the coupon curve of prices for some bonds in June 2001 is as follows: 6 percent at 92, 7 percent at 94, and 8 percent at 96.5. What is the effective convexity of this MBS?
　　A.  53
　　B.  26
　　C.  13
　　D.  -53
　　答案：A
　　答案解析：
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