_____ is defined as the sensitivity of the hedge portfolio's yield to maturity to movements in the yield to maturity of the portfolio one is trying to hedge.
A) Contingent immunization
B) Modified duration
C) Yield beta
D) Convexity
Correct Answer:
Verified
Q3: PV01 is a measure:
A)of how much a
Q4: Which of the following is true of
Q5: _ is a technique for locking in
Q6: What is duration?
Q7: Which of the following is the
Q9: _ sets a target value for the
Q10: Which of the following is true of
Q11: A bond position has a PV01 of
Q12: What is contingent immunization?
Q13: The duration of a bond:
A)is a weighted
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