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True or false: (a) the higher the duration, the lower the modified duration; (b) the longer the maturity, the higher the modified duration; (c) the
True or false: (a) the higher the duration, the lower the modified duration; (b) the longer the maturity, the higher the modified duration; (c) the higher the coupon, the higher the duration
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Options Futures and Other Derivatives
Authors: John C. Hull
10th edition
013447208X, 978-0134472089
