The duration of a 5-year zero-coupon bond is
A) smaller than 5.
B) larger than 5.
C) equal to 5.
D) equal to that of a 5-year 10% coupon bond.
E) None of the options are correct.
Correct Answer:
Verified
Q2: Given the time to maturity, the duration
Q3: Holding other factors constant, the interest-rate risk
Q4: Holding other factors constant, the interest-rate risk
Q5: Holding other factors constant, the interest-rate risk
Q6: The "modified duration" used by practitioners is
Q8: Which of the following is not true?
A)
Q9: The basic purpose of immunization is to
A)
Q10: The duration of a perpetuity with a
Q11: Holding other factors constant, which one of
Q12: Holding other factors constant, the interest-rate risk
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