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    Exam 6: Interest Rate Risk Measurement: the Duration Model
  5. Question
    What Is the Duration of a 5-Year Par Value Zero
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What Is the Duration of a 5-Year Par Value Zero

Question 17

Question 17

Multiple Choice

What is the duration of a 5-year par value zero coupon bond yielding 10 per cent annually?


A) 0.50 years
B) 2 years
C) 4.40 years
D) 5 years

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