Hider Show Time Hemaining art 1 of 1 - Question 11 of 20 coupon rate will have a Macaulay All other factors held equal, a bond with a duration A. lower coupon rate; shorter B. higher coupon rate; longer C. lower coupon rate; longer OD. none of the above Reset Selection Drawine News MacBook Pro * Part 1 of 1 - Question 12 of 20 Which of the following bonds has the longest duration? (YTM = 4%) A. 4% coupon, 30-year B. 8% coupon, 30-year C. 12% coupon, 30-year D. zero coupon, 30-year Reset Selection MacBook Pro 30 oon Hide/Show Time Remaining Part 1 of 1 - Question 13 of 20 Which of the following bonds will exhibit the least price sensitivity with respect to changes in its yie to-maturity (YTM = 4%) A. 4% coupon, 30-year B. 8% coupon, 30-year C. 12% coupon, 30-year D. zero coupon, 30-year Reset Selection MacBook Pro Hide/Show Time Remaining Part 1 of 1 - Question 15 of 20 When the portfolio's duration is less than the investor's Investment horizon O A. reinvestment risk will dominate B. price risk will dominate C. price risk and reinvestment will be in balance, hence the portfolio is immune from interest rate risk Reset Selection Previous Next Save MacBook Pro A Ime Remaining: 0:41:36 Hide/Show Time Remaining Part 1 of 1 - Question 16 of 20 If an investor wants to bet that interest rates will decrease, they should invest in a portfolio with a duration that is their investment horizon. A. shorter than B. equal to C. longer than Reset Selection Previous Next Save MacBook Pro DODATO vo Hide/Show Time Remaining Part 1 of 1 - Question 17 of 20 If an investor wants to immunize from interest rate risk they should A. set the portfolio duration greater than the investment horizon B. set the portfolio duration less than the investment horizon C. set the portfolio duration equal to the investment horizon Reset Selection MacBook Pro oa *