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When Making a Direct Comparison Between the Yield to Maturity

Question 10

Multiple Choice

When making a direct comparison between the yield to maturity on a U.S. fixed-rate
Bond and a Eurodollar fixed rate bond:


A) An adjustment must be made because Eurodollar bonds pay annually rather than semiannually.
B) Given the yield on a Eurodollar fixed-rate bond, the bond-equivalent yield will always be lower.
C) Given the yield on a U.S. fixed-rate bond, the yield to maturity on an annual basis is always less than the yield to maturity on a bond-equivalent basis.
D) a and b only.
E) a and c only.

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