The duration of a 5-year zero-coupon bond is
A) smaller than 5.
B) larger than 5.
C) equal to 5.
D) equal to that of a 5-year 10% coupon bond.
E) None of the options
Correct Answer:
Verified
Q3: Which of the following is true?
A)Holding other
Q5: The "modified duration" used by practitioners is
Q6: The "modified duration" used by practitioners is
Q8: The interest-rate risk of a bond is
A)the
Q9: The basic purpose of immunization is to
A)
Q9: Which of the following two bonds is
Q10: Holding other factors constant, the interest-rate risk
Q11: Holding other factors constant, which one of
Q11: Holding other factors constant, the interest-rate risk
Q12: Ceteris paribus, the duration of a bond
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