The duration of a zero-coupon bond is equal the length of time between its purchase and its maturity.
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Q22: Duration measures the price elasticity of a
Q23: Duration can exceed the amount of calendar
Q24: Duration measures the average amount of time
Q25: Securities with a higher duration value have
Q26: Zero-coupon bonds or a loan paid off
Q28: When the investor's desired holding period equals
Q29: Portfolio immunization is not affected by changes
Q30: The Harrod-Keynes' effect argues that nominal rates
Q31: Nominal rates of return decline by less
Q32: According to recent research, real interest rates
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