Multiple Choice
A bond with duration of 10 years has a yield to maturity of 10 percent. This bond's volatility (modified duration) is
A) 9.09 percent.
B) 6.80 percent.
C) 14.6 percent.
D) 10.00 percent.
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q37: Briefly explain the term yield to maturity.
Q38: The longer a bond's duration, the greater
Q39: Which of the following bonds has the
Q40: Long-term spot rates are usually higher than
Q41: A government bond issued in France has
Q43: Discuss the concept of duration.
Q44: Two bonds have the same maturity, risk
Q45: A five-year treasury bond with a coupon
Q46: Consider a bond with a face value
Q47: The following entities issue bonds to engage