9-11 Duration is equal to maturity when at least some of the cash flows are received upon maturity of the asset.
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Q3: 9-6 Duration considers the timing of all
Q4: 9-16 As interest rates rise,the duration of
Q5: 9-14 Duration is related to maturity in
Q6: 9-8 Duration is the weighted-average present value
Q7: 9-17 Duration increases with the maturity of
Q9: 9-4 Duration measures the average life of
Q10: 9-1 In most countries FIs report their
Q11: 9-12 Duration of a fixed-rate coupon bond
Q12: 9-7 A key assumption of Macaulay duration
Q13: 9-20 Larger coupon payments on a fixed-income
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