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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
    What Is the Duration of a Five-Year Par Value Zero-Coupon
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What Is the Duration of a Five-Year Par Value Zero-Coupon

Question 70

Question 70

Multiple Choice

What is the duration of a five-year par value zero-coupon bond yielding 10% annually?


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

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