Multiple Choice
The duration of a 5-year zero-coupon bond is
A) smaller than 5.
B) larger than 5.
C) equal to 5.
D) equal to that of a 5-year 10% coupon bond.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q1: Which of the following statements are true?
Q2: Interest-rate risk is important to<br>A)active bond portfolio
Q3: The curvature of the price yield curve
Q4: Which of the following are true about
Q6: Duration<br>A)assesses the time element of bonds in
Q10: An 8%, 30-year corporate bond was recently
Q15: The duration of a par-value bond with
Q75: The duration of a par-value bond with
Q75: Par-value bond XYZ has a modified duration
Q79: Which one of the following statements is