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The Weighted Average of the Squares of the Times to the Receipt

Question 6

Multiple Choice

The weighted average of the squares of the times to the receipt of cash flows where the weights are the present values of the corresponding elements of the cash flow plus the weighted average of the times to receipt of the cash flows. This is known as the:


A) duration.
B) convexity.
C) DGAP.
D) modified duration.

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