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Portfolio immunization is the process of matching investment and liability duration. Using zero coupon bonds in this process simplifies the process because the duration of

Portfolio immunization is the process of matching investment and liability duration. Using zero coupon bonds in this process simplifies the process because the duration of a zero coupon bond is

A Equal to its maturity.

B Equal to its market price.

C Less than its maturity.

D Less than its coupon rate.

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