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  3. Study Set
    Financial Institutions Management Study Set 2
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    Exam 6: Interest Rate Risk Measurement: the Duration Model
  5. Question
    Immunisation of a Portfolio Implies That Changes in _______ Will
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Immunisation of a Portfolio Implies That Changes in _______ Will

Question 42

Question 42

Multiple Choice

Immunisation of a portfolio implies that changes in _______ will not affect the value of the portfolio.


A) book value of assets
B) maturity
C) interest rates
D) duration

Correct Answer:

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