Suppose the yield of five-year bond with 8% coupon is 10%.Its duration is:
A) less than 5 years
B) 5 years
C) from 5 to 10 years
D) more than 10 years
Correct Answer:
Verified
Q1: Duration is defined as:
A)the weighted-average time to
Q2: Duration is a direct measure of the
Q4: Immunising the balance sheet to protect equity
Q5: The duration of an asset or a
Q6: The larger an FI's absolute leverage adjusted
Q7: With increasing maturity of a fixed-income asset
Q8: The duration of a zero-coupon bond:
A)is smaller
Q9: The statement that a portfolio is immunised
Q10: Which of the following statements most appropriately
Q11: Duration is seen as a more complete
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