Question
Convexity and Duration are two different methods for calculating the interest rate risk of bonds. Convexity is however less accurate and also easier to calculate.
Convexity and Duration are two different methods for calculating the interest rate risk of bonds. Convexity is however less accurate and also easier to calculate.
True
False
Consider a semiannual bond with an 10% coupon and with yield to maturity 8%. If the bond's YTM remains constant, then in one year, the bond's price is going to be higher.
| True | |
| False |
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Public Finance
Authors: Harvey S Rosen
7th Edition
0072876484, 978-0072876482
