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Hello please assignment due in 1h30 help, believe me if you answer this you ll get many likes from many students Consider 1-factor parallel yield

Hello please assignment due in 1h30 help, believe me if you answer this you ll get many likes from many students

Consider 1-factor parallel yield shift model with a flat structure of forward rates. Is it true that a Duration of a perpetuity is always higher than the duration of any zero-coupon bond?

true or false

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