A zero coupon bond has a duration equal to its maturity and a convexity equal to zero.
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Q9: Ignoring default risk,if a bond's expected return
Q10: All else equal,the holder of a fairly
Q11: At equilibrium a security's required rate of
Q12: A bond with an 11 percent coupon
Q13: Any security that returns a greater percentage
Q15: For a given interest rate change,a 20-year
Q16: The higher a bond's coupon,the lower the
Q17: A 10-year maturity zero coupon bond will
Q18: The longer the time to maturity,the lower
Q19: The greater a security's coupon,the lower the
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