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    Exam 7: Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
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    The Fact That the Rate of Change in an Asset's
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The Fact That the Rate of Change in an Asset's

Question 69

Question 69

Multiple Choice

The fact that the rate of change in an asset's price varies with the level of interest rates is known as:


A) portfolio.
B) convexity.
C) maturity.
D) yield.
E) None of the options is correct.

Correct Answer:

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