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Floating Rate Notes Behave Differently in Response to Interest Rate

Question 51

Multiple Choice

Floating rate notes behave differently in response to interest rate risk than straight fixed-rate bonds.


A) True since FRNs experience only mild price changes between reset dates,over which time the next period's coupon payment is fixed (assuming,of course,that the reference rate corresponds to the market rate applicable to the issuer) .
B) False since all bonds experience an inverse price change when the market rate of interest changes.
C) all of the options
D) none of the options

Correct Answer:

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