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Solution Needed Urgent (D is incorrect i think... from this choice Kindly Give a 100% correct asnwer)? Duration captures one important aspects of interest rate
Solution Needed Urgent (D is incorrect i think... from this choice Kindly Give a 100% correct asnwer)?
Duration captures one important aspects of interest rate risk. Namely...
The price risk deriving from a large shift in the term structure. | |
The price risk deriving from a twist movement in the term structure. | |
The price risk deriving from a butterfly movement in the term structure. | |
The price risk deriving from a small shift in the yield term structure. |
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