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    Bank Management
  4. Exam
    Exam 7: Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
  5. Question
    Duration Is a Direct Measure of the Price Risk but Not
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Duration Is a Direct Measure of the Price Risk but Not

Question 24

Question 24

True/False

Duration is a direct measure of the price risk but not the reinvestment risk of a bond.

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