Question
1)The duration of a bond increases with a decrease in: I. Term to maturity II. Yield to maturity III. Coupon rate I only I and
1)The duration of a bond increases with a decrease in: I. Term to maturity II. Yield to maturity III. Coupon rate
| I only | ||
| I and II only | ||
| II and III only | ||
| I, II, and III |
2)When you calculate the duration, the weight in year t is equal to ____________.
| the dollar amount of the investment received in year t | ||
| the percentage of the future value of the investment received in year t | ||
| the present value of the dollar amount of the investment received in year t | ||
| the percentage of the total present value of the investment received in year t |
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Build An Online Retail System For Under $150
Authors: Roger Butterworth
1st Edition
1530170044, 978-1530170043
