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    Financial Institutions Management Study Set 2
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    Exam 6: Interest Rate Risk Measurement: the Duration Model
  5. Question
    If Yield Is Greater Than 0 Then the Modified Duration
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If Yield Is Greater Than 0 Then the Modified Duration

Question 61

Question 61

Multiple Choice

If yield is greater than 0 then the modified duration is .... the Macaulay duration:


A) greater than
B) equal to
C) smaller than
D) None of the listed options are correct.

Correct Answer:

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