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Given the three bonds below, which bond should have the lowest sensitivity to interest rates? Maturity Coupon Yield A 5y 3.40% 1.50% B 5y 2.40%
Given the three bonds below, which bond should have the lowest sensitivity to interest rates?
| Maturity | Coupon | Yield | |
| A | 5y | 3.40% | 1.50% |
| B | 5y | 2.40% | 0.00% |
| C | 3y | 5.40% | 1.50% |
| Asset A | ||
| Asset B | ||
| Asset C |
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Fundamentals Of Investments
Authors: Bradford Jordan, Thomas Miller
4th Edition
0073314978, 9780073314976
