The Macaulay duration for a $1000 three-year zero-coupon bond priced to yield 8% yield to maturity is:
A) 2.67
B) 2.87
C) 3.00
D) 3.20
Correct Answer:
Verified
Q20: A barbell strategy
A) invests exactly twice as
Q21: Duration as a pure measure of interest
Q22: Bank immunization is concerned with
A) credit risk.
B)
Q23: _is a special case of bullet immunization.
A)
Q24: During a period of rising interest rates,
Q26: Malkiel's theorems are associated with
A) duration measurement
B)
Q27: Credit risk is also known as
A) Interest
Q28: A basis point is 0.1%.
Q29: Bond prices move inversely with bond yields.
Q30: Everything else being equal, high coupon bonds
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