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    Bank Management
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    Exam 7: Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
  5. Question
    Convexity Is the Idea That the Rate of Change of an Asset's
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Convexity Is the Idea That the Rate of Change of an Asset's

Question 67

Question 67

True/False

Convexity is the idea that the rate of change of an asset's price varies with the change in interest rates depending on the prevailing interest rates.

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