Immunisation of a portfolio implies that changes in _______ will not affect the value of the portfolio.
A) book value of assets
B) maturity
C) interest rates
D) duration
Correct Answer:
Verified
Q35: Which of the following statements is true?
A)All
Q36: Using the duration gap to measure the
Q37: Which of the following statements is true?
A)Convexity
Q38: Consider a security with a face value
Q39: Consider a security with a duration of
Q41: Which of the following statements is incorrect?
A)Convexity
Q42: In simple words, duration measures the average
Q44: Which of the following is indicated by
Q45: The duration of a zero-coupon bond is
Q61: When does "duration" become a less accurate
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