The 'additive property' of duration says that the average duration of a group of securities is equal to the duration of all the cash flows generated by these securities.
Correct Answer:
Verified
Q33: The cover ratio is a static measure
Q34: Duration gaps can be altered with the
Q35: When DGAP < 0, DA is below
Q36: When hedging with DGAP, if the yields
Q37: Duration gap is equal to:
A) DA +
Q39: Which of the following is a characteristic
Q40: The number of futures contracts (N) necessary
Q41: When DGAP = 0, a change in
Q42: Ensuring a known cost of funding is
Q43: DGAP protects us against uniform changes in
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents