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What Is the Duration of a Zero-Coupon Bond with Five

Question 116

Multiple Choice

What is the duration of a zero-coupon bond with five years to maturity that is currently priced at $980 and has an interest rate of 8%?


A) 4.86 years
B) 2.5 years
C) 10 years
D) 5 years
E) Cannot be determined with the information provided.

Correct Answer:

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