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The duration of a bond normally increases with an increase in: I Term II Yield to Maturity III. Coupon rate A. I only B I
The duration of a bond normally increases with an increase in: I Term II Yield to Maturity III. Coupon rate A. I only B I and II only C. II and III only D. I, II, and III
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International Finance
Authors: Keith Pilbeam
5th Edition
1350347094, 978-1350347090
