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 above.
Correct Answer:
Verified
Q1: Which of the following is not true?
A)Holding
Q3: The "modified duration" used by practitioners is
Q5: Ceteris paribus,the duration of a bond is
Q6: Holding other factors constant,the interest-rate risk of
Q7: The duration of a bond is a
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
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