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　　http://zhibo.gaodun.com/Index/16/04.    2010 FRM EXAMINATION PRACTICE EXAM 第5題怎么做？
　　4.Sarah is a risk manager responsible for the fixed income portfolio of a large insurance company. The portfolio contains a 30-year zero coupon bond issued by the US Treasury (STRIPS) with a 5% yield. What is the bond';s DV01?
　　A.    0.0161
　　B.    0.0665
　　C.    0.0692
　　D.    0.0694
　　Answer: B
　　Explanation: The DV0I of a zero-coupon is
　　DVO1 = 30/100 (1 + y/2)2T+1100 (1 + 5%/2)61 = 0.0665