The relevant point in the life of the bond for calculating exposure

C. It’s the point at which duration matters for this purpose.

i guess

Yes answer is C. But i dont get it. I thought it would be A. The curriculum spefically says C but i dont get it!

It asks about the “relivant point of bonds life”. That’s the relevant point for the calculations, not the point when the calculations are done.

Where did you find that question?!