The duration of a bond is a function of the bond's
A) coupon rate.
B) yield to maturity.
C) time to maturity.
D) all of the above.
E) none of the above.
Correct Answer:
Verified
Q3: The "modified duration" used by practitioners is
Q4: The duration of a 5-year zero-coupon bond
Q5: Ceteris paribus,the duration of a bond is
Q6: Holding other factors constant,the interest-rate risk of
Q8: The duration of a par value bond
Q9: Ceteris paribus,the duration of a bond is
Q10: Holding other factors constant,the interest-rate risk of
Q11: Holding other factors constant, which one of
Q11: The interest-rate risk of a bond is
A)the
Q12: Holding other factors constant,the interest-rate risk of
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