Ceteris paribus, the duration of a bond is positively correlated with the bond's
A) time to maturity.
B) coupon rate.
C) yield to maturity.
D) All of the options
E) None of the options
Correct Answer:
Verified
Q7: The duration of a 5-year zero-coupon bond
Q8: The interest-rate risk of a bond is
A)the
Q9: Which of the following two bonds is
Q10: Holding other factors constant, the interest-rate risk
Q11: Holding other factors constant, the interest-rate risk
Q13: Ceteris paribus, the duration of a bond
Q14: Holding other factors constant, the interest-rate risk
Q15: Which of the following is not true
A)Holding
Q16: The duration of a par-value bond with
Q17: Holding other factors constant, the interest-rate risk
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