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Which of the Following Statements About the Macaulay Duration of a Zero-Coupon

Question 66

Multiple Choice

Which of the following statements about the Macaulay duration of a zero-coupon bond is true? The Macaulay duration of a zero-coupon bond


A) is equal to one-half the bond's maturity in years.
B) is equal to the bond's maturity in years divided by its yield to maturity.
C) cannot be calculated because of the lack of coupons.
D) is equal to the bond's maturity in years.

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