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What Is the Duration of the Two-Year Loan (Per $100

Question 104

Multiple Choice

What is the duration of the two-year loan (per $100 face value) if it is selling at par?

A) 2.00 years
B) 1.92 years
C) 1.96 years
D) 1.00 year
E) 0.91 years [Refer to: 9-95]

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