One of the problems with duration is that it often assumes a parallel shift in yield curves.
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Q21: When duration of a coupon paying bond
Q22: The duration of a bond is determined
Q23: The duration of a 40-year, $1,000 bond
Q24: Duration equals maturity if:
A)all cash flows are
Q25: The duration on an 8%, 25-year bond
Q27: The duration of a 20-year, $1,000 bond
Q28: One of the major criticisms of duration
Q29: Factors which influence the relationship between duration
Q30: One of the benefits of zero-coupon bonds
Q31: Duration is affected primarily by:
A)the maturity of
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