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A zero coupon bond's McCauley duration is O incalculate O always lethan its maturity always equal to its maturity always equal to the original maturity

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A zero coupon bond's McCauley duration is O incalculate O always lethan its maturity always equal to its maturity always equal to the original maturity of the bond when it was issued Question 49 1 pts Valuing a company's stock that is in a zero growth stage is the same as valuing a(n): annuity O perpetuity growing perpetuity O growing annuity

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