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    Exam 25: Derivatives and Hedging Risk
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    The Duration of a 2 Year Annual 10% Bond That
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The Duration of a 2 Year Annual 10% Bond That

Question 10

Question 10

Multiple Choice

The duration of a 2 year annual 10% bond that is selling for par is:


A) 1.00 years.
B) 1.91 years.
C) 2.00 years.
D) 2.09 years.
E) None of these.

Correct Answer:

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