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    Financial Institutions Management
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    Exam 15: Market Risk
  5. Question
    In Estimating Price Sensitivity, the RiskMetrics Model Prefers to Use
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In Estimating Price Sensitivity, the RiskMetrics Model Prefers to Use

Question 26

Question 26

True/False

In estimating price sensitivity, the RiskMetrics model prefers to use modified duration over the present value of cash flow changes.

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