Ceteris paribus, the duration of a bond is negatively correlated with the bond's
A) time to maturity.
B) coupon rate.
C) yield to maturity.
D) coupon rate and yield to maturity.
E) None of the options
Correct Answer:
Verified
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
Q12: 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
Q18: Holding other factors constant, the interest-rate risk
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