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    Financial Institutions Management
  4. Exam
    Exam 9: Interest Rate Risk II
  5. Question
    Immunization of a Portfolio Implies That Changes in _____ Will
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Immunization of a Portfolio Implies That Changes in _____ Will

Question 61

Question 61

Multiple Choice

Immunization of a portfolio implies that changes in _____ will not affect the value of the portfolio.


A) book value of assets
B) maturity
C) market prices
D) interest rates
E) duration

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