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A Pure Discount Bond Pays

Question 23

Multiple Choice

A pure discount bond pays:


A) no coupons, therefore its duration is equal to its maturity.
B) discounted coupons, therefore its duration is greater than its maturity.
C) level coupons, therefore its duration is equal to its maturity.
D) declining coupons, therefore its duration is less than its maturity.
E) None of these.

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