When we will calculate the change in price that occurs when the market yield increases by one basis point, it is known as:
A) convexity.
B) modified duration.
C) YTM.
D) PVBP.
Correct Answer:
Verified
Q1: In the immunisation process:
A) DGAP is not
Q3: Suppose you are a bond portfolio manager
Q4: The average convexity of a dumbbell portfolio:
A)
Q5: Modified duration is calculated as:
A) duration multiply
Q6: Which of the following statements is correct?
A)
Q7: When we improve the accuracy of the
Q8: The sensitivity of the security price to
Q9: The objective of the corporate risk manager
Q10: Convexity increases as:
A) the market yield falls.
B)
Q11: The duration of a coupon bond_ at
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