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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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    Suppose the Yield of Consol Bond Is 10
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Suppose the Yield of Consol Bond Is 10

Question 55

Question 55

Multiple Choice

Suppose the yield of consol bond is 10%.Its duration is:


A) 5 years
B) 10 years
C) 11 years
D) 15 years

Correct Answer:

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