The duration of a zero-coupon bond is always smaller than its maturity.
Correct Answer:
Verified
Q40: Immunisation of a portfolio implies that changes
Q41: Which of the following statements is incorrect?
A)Convexity
Q42: In simple words, duration measures the average
Q44: Which of the following is indicated by
Q46: Consider an asset with a current market
Q47: Which of the following statements is incorrect?
A)Investing
Q48: Which of the following statements about leverage
Q49: Using the leverage adjusted duration gap, it
Q61: When does "duration" become a less accurate
Q77: Calculating modified duration involves
A)dividing the value of
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