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    Financial Institutions Management Study Set 2
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    Exam 6: Interest Rate Risk Measurement: the Duration Model
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    For Small Change in Interest Rates, Market Prices of Bonds
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For Small Change in Interest Rates, Market Prices of Bonds

Question 59

Question 59

Multiple Choice

For small change in interest rates, market prices of bonds move in an inversely proportional manner according to the size of the:


A) equity
B) asset value
C) liability value
D) duration value

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