Multiple Choice
The duration of securities can be used to estimate their sensitivity to:
A) default risk.
B) holding period yields.
C) interest rate risk.
D) reinvestment risk.
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q85: All things being equal,the duration of a
Q86: Which of the following statements about the
Q87: Because of convexity of the price/yield curve
Q88: If a bank increases interest rates on
Q89: Which of the following duration analysis is
Q91: When interest-sensitive assets are financed by interest-sensitive
Q92: According to the text,two forms of interest
Q93: For repricing gap analysis,fixed-rate assets and liabilities
Q94: The duration of a four-year zero coupon
Q95: A positive ARBL gap means that there