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Option Adjusted Duration Can Be Calculated as

Question 111

Multiple Choice

Option adjusted duration can be calculated as


A) duration of noncallable bond - duration of call option on the bond.
B) duration of noncallable bond + duration of call option on the bond.
C) duration of callable bond - duration of call option on the bond.
D) duration of callable bond + duration of call option on the bond.
E) None of these are correct.

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