Should the rate of return of a call option on a long-term Treasury bond be more or

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Should the rate of return of a call option on a long-term Treasury bond be more or less sensitive to changes in interest rates than is the rate of return of the underlying bond?

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Question Posted: Jan 04, 2013 08:03 AM

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Should the rate of return of a call option on a long-term Treasury bond be more or

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