9-13 Duration is related to maturity in a linear manner through the interest rate of the asset.
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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
Q14: 9-15 Duration of a zero coupon bond
Q16: 9-3 The difference between the changes in
Q17: 9-2 Marking -to-market accounting is a market
Q18: 9-19 For a given maturity fixed-income asset,duration
Q19: 9-10 Duration normally is less than the
Q20: 9-9 In duration analysis,the times at which
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