menu-iconExamlexExamLexServices

Discover

Ask a Question
  1. All Topics
  2. Topic
    Business
  3. Study Set
    Financial Institutions Study Set 1
  4. Exam
    Exam 9: Interest Rate Risk II
  5. Question
    The Value for Duration Describes the Percentage Increase in the Price
Solved

The Value for Duration Describes the Percentage Increase in the Price

Question 7

Question 7

True/False

The value for duration describes the percentage increase in the price of an asset for a given increase in the required yield or interest rate.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q3: <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB2401/.jpg" alt=" -What is the

Q11: Immunizing the balance sheet to protect equity

Q35: The shortcomings of this strategy are the

Q49: The smaller the leverage-adjusted duration gap, the

Q73: Convexity is a desirable effect to a

Q89: The rate of change in duration values

Q92: Immunizing the balance sheet of an FI

Q114: Attempts to satisfy the objectives of shareholders

Q126: For given changes in interest rates, the

Q130: The greater is convexity, the more insurance

Examlex

ExamLex

About UsContact UsPerks CenterHomeschoolingTest Prep

Work With Us

Campus RepresentativeInfluencers

Links

FaqPricingChrome Extension

Download The App

Get App StoreGet Google Play

Policies

Privacy PolicyTerms of ServiceHonor CodeCommunity Guidelines

Scan To Download

qr-code

Copyright © (2025) ExamLex LLC.

Privacy PolicyTerms Of ServiceHonor CodeCommunity Guidelines