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(2 pts. Suppose you have an investment horixoa equal to 7 years. However, the lone security in your portfolio Is a zero coupon bond maturity
(2 pts. Suppose you have an investment horixoa equal to 7 years. However, the lone security in your portfolio Is a zero coupon bond maturity in exactly 7 years. Which of the following statements is true about your portfolio? None of the above 10 Your duration gap is negative, you are more exposed to market price risk Your duration Dispositive you are more exposed to reinvestment risk Your duration give you are more exposed to reinvestment is Your duration is put your more exposed to market price risk
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