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    Business
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    Financial Institutions Management
  4. Exam
    Exam 9: Interest Rate Risk II
  5. Question
    Buying a Fixed-Rate Asset Whose Duration Is Exactly Equal to the Desired
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Buying a Fixed-Rate Asset Whose Duration Is Exactly Equal to the Desired

Question 115

Question 115

True/False

Buying a fixed-rate asset whose duration is exactly equal to the desired investment horizon immunizes against interest rate risk.

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