Convexity measures
A) bond price changes for small changes in yield.
B) the impact of changes in default risk.
C) the inaccuracy of duration.
D) the effects of changes in bond coupon.
Correct Answer:
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Q12: An 8.5% bond sells for 90% of
Q13: _ duration is especially useful with a
Q14: Dollar duration is the product of
A) modified
Q15: A concept related to dollar duration is
A)
Q16: Duration _as yield to maturity _ .
A)
Q18: In general, a bond investor
A) wants high
Q19: A bond portfolio with an even distribution
Q20: A barbell strategy
A) invests exactly twice as
Q21: Duration as a pure measure of interest
Q22: Bank immunization is concerned with
A) credit risk.
B)
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