The "modified duration" used by practitioners is equal to ______ divided by (one plus the bond's yield to maturity) .
A) current yield
B) the Macaulay duration
C) yield to call
D) yield to maturity
Correct Answer:
Verified
Q1: The "modified duration" used by practitioners is
Q3: Holding other factors constant, which one of
Q4: The interest-rate risk of a bond is
A)the
Q6: Given the time to maturity, the duration
Q7: Holding other factors constant, the interest-rate risk
Q8: Holding other factors constant, the interest-rate risk
Q9: Ceteris paribus, the duration of a bond
Q10: Which of the following two bonds is
Q11: Holding other factors constant, the interest-rate risk
Q16: The duration of a par-value bond with
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