Given the time to maturity, the duration of a zero-coupon bond is higher when the discount rate is
A) higher.
B) lower.
C) equal to the risk-free rate.
D) The bond's duration is independent of the discount rate.
Correct Answer:
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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
Q5: The "modified duration" used by practitioners is
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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